+86.4%
U vs APTV
-45.9%
+132.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | +24.4% | -4.3% | +28.6% | +26.2% |
| 30D | +7.4% | -9.7% | +17.0% | +11.8% |
| 3M | +16.8% | -20.6% | +37.4% | +29.5% |
| 6M | +78.8% | -31.7% | +110.5% | +105.8% |
| YTD | +14.0% | -48.0% | +62.0% | +55.5% |
| 1Y | +16.7% | -52.1% | +68.8% | +68.0% |
| 3Y | +86.4% | -47.9% | +134.3% | +139.4% |
| All | +86.4% | -45.9% | +132.3% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling