-5.6%
TLT vs APTV
-46.4%
+40.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.6% |
| 7D | +1.0% | -1.9% | +2.8% | +1.0% |
| 30D | +6.0% | -1.4% | +7.5% | +6.1% |
| 3M | -0.9% | -9.3% | +8.4% | -0.7% |
| 6M | -2.3% | -27.3% | +25.1% | -1.7% |
| YTD | -3.3% | -43.1% | +39.8% | -2.4% |
| 1Y | -5.6% | -46.5% | +40.9% | -4.6% |
| All | -5.6% | -46.4% | +40.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling