-22.7%
U vs APTV
-55.5%
+32.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +2.6% | -1.7% | +4.3% | +3.8% |
| 30D | +27.6% | -11.6% | +39.2% | +37.0% |
| 3M | +15.3% | -21.2% | +36.5% | +33.8% |
| 6M | +96.4% | -28.5% | +124.9% | +130.2% |
| YTD | +19.6% | -49.1% | +68.6% | +80.1% |
| 1Y | +42.1% | -52.2% | +94.3% | +124.4% |
| 3Y | +87.5% | -48.6% | +136.2% | +163.6% |
| 5Y | -73.1% | -77.3% | +4.1% | -38.1% |
| All | -22.7% | -55.5% | +32.7% | +49.5% |
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