+262.0%
TER vs APTV
-52.5%
+314.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.1% |
| 7D | +0.6% | +4.8% | -4.2% | -1.5% |
| 30D | -8.3% | +2.0% | -10.3% | -9.4% |
| 3M | -12.2% | -34.2% | +22.0% | +6.6% |
| 6M | +17.1% | -34.7% | +51.7% | +40.7% |
| YTD | +84.7% | -37.0% | +121.7% | +124.5% |
| 1Y | +199.9% | -40.4% | +240.3% | +274.9% |
| All | +262.0% | -52.5% | +314.5% | +352.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling