+190.0%
T vs APTV
+138.4%
+51.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.1% |
| 7D | +1.6% | -5.0% | +6.6% | +2.4% |
| 30D | -2.9% | -12.3% | +9.4% | -1.2% |
| 3M | -7.5% | -19.9% | +12.4% | -4.7% |
| 6M | -9.9% | -29.4% | +19.5% | -6.3% |
| YTD | -6.4% | -49.0% | +42.5% | +1.4% |
| 1Y | -9.4% | -53.1% | +43.7% | -0.6% |
| 3Y | +64.9% | -48.9% | +113.7% | +74.4% |
| 5Y | +57.0% | -77.2% | +134.2% | +86.2% |
| 10Y | +60.8% | -26.8% | +87.6% | +49.8% |
| All | +190.0% | +138.4% | +51.6% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling