+47.4%
TER vs APTV
-53.2%
+100.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +14.4% | -1.7% | +16.1% | +15.0% |
| 30D | -30.6% | -11.6% | -19.0% | -28.0% |
| 3M | -39.2% | -21.2% | -18.0% | -34.6% |
| 6M | -31.3% | -28.5% | -2.8% | -22.6% |
| YTD | +29.1% | -49.1% | +78.2% | +58.2% |
| 1Y | +47.4% | -52.2% | +99.6% | +87.1% |
| All | +47.4% | -53.2% | +100.6% | +87.1% |
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