-10.9%
TLT vs APTV
-26.2%
+15.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -1.0% | -8.9% | +7.9% | -1.2% |
| 30D | +4.1% | -9.5% | +13.6% | +3.9% |
| 3M | -0.4% | -20.6% | +20.2% | -0.8% |
| 6M | -3.2% | -28.9% | +25.7% | -3.7% |
| YTD | -3.5% | -48.2% | +44.7% | -4.7% |
| 1Y | -5.8% | -51.7% | +45.9% | -7.1% |
| 3Y | +4.6% | -48.1% | +52.7% | +3.6% |
| 5Y | -34.4% | -76.7% | +42.3% | -37.2% |
| All | -10.9% | -26.2% | +15.3% | -10.9% |
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