+2,035.0%
TER vs APTV
+142.1%
+1,892.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.5% |
| 7D | +5.9% | -8.9% | +14.8% | +11.4% |
| 30D | -30.8% | -9.5% | -21.3% | -27.4% |
| 3M | -29.9% | -20.6% | -9.4% | -21.9% |
| 6M | -27.5% | -28.9% | +1.4% | -16.0% |
| YTD | +37.5% | -48.2% | +85.7% | +85.1% |
| 1Y | +50.3% | -51.7% | +102.0% | +109.9% |
| 3Y | +204.9% | -48.1% | +253.0% | +296.5% |
| 5Y | +89.2% | -76.7% | +165.8% | +260.9% |
| 10Y | +1,077.0% | -25.6% | +1,102.6% | +1,028.8% |
| All | +2,035.0% | +142.1% | +1,892.9% | +722.3% |
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