-71.5%
U vs APTV
-76.9%
+5.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.5% |
| 7D | +24.4% | -4.3% | +28.6% | +27.3% |
| 30D | +7.4% | -9.7% | +17.0% | +14.4% |
| 3M | +16.8% | -20.6% | +37.4% | +36.7% |
| 6M | +78.8% | -31.7% | +110.5% | +121.1% |
| YTD | +14.0% | -48.0% | +62.0% | +75.8% |
| 1Y | +16.7% | -52.1% | +68.8% | +93.3% |
| 3Y | +86.4% | -47.9% | +134.3% | +162.3% |
| 5Y | -71.5% | -76.9% | +5.4% | -27.4% |
| All | -71.5% | -76.9% | +5.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling