+54.6%
TER vs APTV
-77.0%
+131.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.0% | +4.4% |
| 7D | -20.5% | -10.2% | -10.2% | -16.0% |
| 30D | -47.0% | -10.8% | -36.2% | -43.9% |
| 3M | -43.3% | -14.8% | -28.5% | -39.0% |
| 6M | -42.9% | -30.6% | -12.3% | -32.6% |
| YTD | +12.9% | -48.2% | +61.0% | +55.1% |
| 1Y | +18.2% | -52.0% | +70.1% | +69.8% |
| 3Y | +151.8% | -47.0% | +198.8% | +225.0% |
| All | +54.6% | -77.0% | +131.6% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling