+199.8%
TER vs APTV
-39.9%
+239.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.4% | +4.4% |
| 7D | +0.6% | +4.8% | -4.2% | -1.1% |
| 30D | -8.3% | +2.0% | -10.3% | -9.1% |
| 3M | -12.2% | -34.2% | +22.0% | +5.6% |
| 6M | +17.0% | -34.7% | +51.7% | +39.3% |
| YTD | +84.6% | -37.0% | +121.6% | +117.3% |
| 1Y | +199.8% | -40.4% | +240.2% | +267.8% |
| All | +199.8% | -39.9% | +239.7% | +267.8% |
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 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