+4.3%
TLT vs APTV
+194.6%
-190.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.3% |
| 7D | -0.4% | +4.8% | -5.2% | -0.2% |
| 30D | -0.6% | +2.0% | -2.6% | -0.5% |
| 3M | -2.7% | -34.2% | +31.5% | -4.4% |
| 6M | -5.6% | -34.7% | +29.0% | -7.2% |
| YTD | -2.8% | -37.0% | +34.2% | -4.5% |
| 1Y | -1.4% | -40.4% | +39.0% | -3.5% |
| 3Y | -1.6% | -54.1% | +52.5% | -4.9% |
| 5Y | -33.8% | -68.0% | +34.2% | -37.3% |
| 10Y | -21.1% | -15.5% | -5.6% | -15.6% |
| All | +4.3% | +194.6% | -190.3% | +53.9% |
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 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