+18.4%
U vs APTV
-46.4%
+64.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.2% | +3.5% |
| 7D | +7.5% | -1.9% | +9.4% | +7.9% |
| 30D | -7.0% | -1.4% | -5.6% | -6.8% |
| 3M | +20.6% | -9.3% | +29.9% | +23.4% |
| 6M | +53.2% | -27.3% | +80.5% | +62.1% |
| YTD | -3.9% | -43.1% | +39.3% | +21.5% |
| 1Y | +18.4% | -46.5% | +64.9% | +58.2% |
| All | +18.4% | -46.4% | +64.7% | +58.2% |
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