+29.9%
TPR vs APTV
-51.8%
+81.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +6.4% | -8.9% | +15.3% | +8.2% |
| 30D | +13.8% | -9.5% | +23.3% | +15.8% |
| 3M | -16.6% | -20.6% | +3.9% | -13.1% |
| 6M | +0.7% | -28.9% | +29.5% | +5.4% |
| YTD | +5.3% | -48.2% | +53.5% | +20.8% |
| All | +29.9% | -51.8% | +81.7% | +52.0% |
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