+153.2%
TTMI vs APTV
-44.6%
+197.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.5% |
| 30D | -6.4% | -7.9% | +1.5% | -4.2% |
| 3M | -28.9% | -29.9% | +1.0% | -20.0% |
| 6M | +26.9% | -36.6% | +63.5% | +48.4% |
| YTD | +77.3% | -40.0% | +117.3% | +101.8% |
| All | +153.2% | -44.6% | +197.8% | +218.9% |
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 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