+1,006.2%
TER vs APTV
-25.9%
+1,032.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.2% |
| 7D | -8.9% | -4.3% | -4.6% | -6.8% |
| 30D | -39.1% | -9.7% | -29.4% | -36.1% |
| 3M | -32.8% | -20.6% | -12.2% | -25.1% |
| 6M | -31.7% | -31.7% | 0.0% | -19.5% |
| YTD | +26.9% | -48.0% | +74.9% | +70.0% |
| 1Y | +33.6% | -52.1% | +85.6% | +86.6% |
| 3Y | +181.5% | -47.9% | +229.4% | +264.0% |
| 5Y | +76.1% | -76.9% | +153.0% | +232.4% |
| 10Y | +1,006.2% | -26.7% | +1,032.9% | +1,216.8% |
| All | +1,006.2% | -25.9% | +1,032.1% | +1,216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling