+2,768.0%
TER vs APTV
+194.6%
+2,573.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +3.9% |
| 7D | +0.6% | +4.8% | -4.2% | -1.8% |
| 30D | -8.3% | +2.0% | -10.3% | -9.6% |
| 3M | -12.2% | -34.2% | +22.0% | +7.5% |
| 6M | +17.1% | -34.7% | +51.7% | +41.7% |
| YTD | +84.7% | -37.0% | +121.7% | +126.5% |
| 1Y | +199.9% | -40.4% | +240.3% | +278.5% |
| 3Y | +232.8% | -54.1% | +286.9% | +362.6% |
| 5Y | +198.6% | -68.0% | +266.6% | +387.7% |
| 10Y | +1,669.7% | -15.5% | +1,685.3% | +1,500.1% |
| All | +2,768.0% | +194.6% | +2,573.4% | +906.3% |
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