+1,876.1%
TER vs APTV
+145.2%
+1,730.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.2% | +11.5% | +12.1% |
| 7D | -5.8% | -9.8% | +4.0% | -0.9% |
| 30D | -38.9% | -8.9% | -30.0% | -36.1% |
| 3M | -35.1% | -19.5% | -15.7% | -28.1% |
| 6M | -31.6% | -31.1% | -0.5% | -19.5% |
| YTD | +27.2% | -47.5% | +74.8% | +70.3% |
| 1Y | +35.2% | -52.3% | +87.5% | +90.2% |
| 3Y | +192.8% | -45.2% | +238.0% | +270.2% |
| 5Y | +72.4% | -76.9% | +149.3% | +230.2% |
| 10Y | +1,001.8% | -25.1% | +1,026.9% | +952.8% |
| All | +1,876.1% | +145.2% | +1,730.9% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling