-12.6%
TLT vs APTV
-27.4%
+14.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.1% | -1.7% | -1.4% | -3.1% |
| 30D | +1.0% | -11.6% | +12.6% | +0.8% |
| 3M | -2.7% | -21.2% | +18.5% | -3.1% |
| 6M | -4.1% | -28.5% | +24.4% | -4.7% |
| YTD | -5.4% | -49.1% | +43.7% | -6.5% |
| 1Y | -7.0% | -52.2% | +45.2% | -8.3% |
| 3Y | +2.8% | -48.6% | +51.5% | +1.8% |
| 5Y | -35.4% | -77.3% | +41.9% | -38.2% |
| All | -12.6% | -27.4% | +14.8% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling