-68.3%
U vs APTV
-69.9%
+1.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.6% |
| 7D | +4.4% | -1.2% | +5.5% | +4.9% |
| 30D | -1.3% | -10.6% | +9.3% | +7.0% |
| 3M | +49.6% | -35.0% | +84.6% | +102.6% |
| 6M | +100.2% | -38.9% | +139.1% | +173.1% |
| YTD | -3.7% | -41.5% | +37.8% | +37.2% |
| 1Y | -6.5% | -45.8% | +39.3% | +42.1% |
| 3Y | +12.9% | -55.7% | +68.6% | +98.1% |
| 5Y | -68.3% | -70.1% | +1.8% | -28.4% |
| All | -68.3% | -69.9% | +1.6% | -28.4% |
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