-25.8%
TE vs APTV
-46.4%
+20.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.6% | -8.2% | -4.9% |
| 7D | +3.8% | -1.9% | +5.7% | +4.1% |
| 30D | -26.2% | -1.4% | -24.8% | -26.1% |
| 3M | -49.7% | -9.3% | -40.4% | -48.2% |
| 6M | -46.5% | -27.3% | -19.1% | -39.4% |
| YTD | -59.1% | -43.1% | -16.0% | -52.7% |
| 1Y | -25.8% | -46.5% | +20.7% | -7.6% |
| All | -25.8% | -46.4% | +20.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling