+219.1%
TER vs APTV
-69.4%
+288.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +6.7% |
| 7D | +11.0% | +2.0% | +9.0% | +9.6% |
| 30D | -1.9% | -7.7% | +5.8% | +2.1% |
| 3M | -0.7% | -34.0% | +33.3% | +22.6% |
| 6M | +36.4% | -37.1% | +73.5% | +70.8% |
| YTD | +92.4% | -39.9% | +132.3% | +145.5% |
| 1Y | +213.5% | -44.4% | +258.0% | +318.5% |
| 3Y | +277.2% | -54.5% | +331.7% | +440.5% |
| 5Y | +219.1% | -69.1% | +288.2% | +482.0% |
| All | +219.1% | -69.4% | +288.6% | +482.0% |
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