+232.1%
T vs APTV
+194.6%
+37.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.4% |
| 7D | -1.3% | +4.8% | -6.1% | -1.9% |
| 30D | +11.4% | +2.0% | +9.4% | +10.9% |
| 3M | +14.3% | -34.2% | +48.5% | +20.6% |
| 6M | -9.3% | -34.7% | +25.4% | -4.6% |
| YTD | +7.1% | -37.0% | +44.1% | +12.8% |
| 1Y | -9.1% | -40.4% | +31.3% | -3.6% |
| 3Y | +105.3% | -54.1% | +159.4% | +122.7% |
| 5Y | +66.8% | -68.0% | +134.8% | +87.6% |
| 10Y | +66.8% | -15.5% | +82.3% | +52.4% |
| All | +232.1% | +194.6% | +37.5% | +141.3% |
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