-37.5%
U vs APTV
-47.5%
+10.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +5.9% |
| 7D | +4.5% | +2.0% | +2.5% | +2.7% |
| 30D | -0.6% | -7.7% | +7.1% | +4.7% |
| 3M | +48.4% | -34.0% | +82.4% | +94.2% |
| 6M | +115.4% | -37.1% | +152.5% | +181.0% |
| YTD | -3.2% | -39.9% | +36.7% | +31.7% |
| 1Y | -6.0% | -44.4% | +38.4% | +35.8% |
| 3Y | +13.5% | -54.5% | +67.9% | +84.9% |
| 5Y | -68.0% | -69.1% | +1.1% | -35.7% |
| All | -37.5% | -47.5% | +10.0% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling