+43.2%
TER vs APTV
-46.4%
+89.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.6% | -11.5% | -8.1% |
| 7D | -19.9% | -1.9% | -18.0% | -19.6% |
| 30D | -43.5% | -1.4% | -42.1% | -43.4% |
| 3M | -37.8% | -9.3% | -28.4% | -36.1% |
| 6M | -25.6% | -27.3% | +1.8% | -16.2% |
| YTD | +29.8% | -43.1% | +73.0% | +54.7% |
| 1Y | +43.2% | -46.5% | +89.7% | +78.6% |
| All | +43.2% | -46.4% | +89.5% | +78.6% |
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