+18.9%
UL vs APTV
-69.3%
+88.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -3.4% | -5.0% | +1.6% | -2.9% |
| 30D | +0.5% | -6.1% | +6.6% | +1.0% |
| 3M | +7.2% | -33.0% | +40.2% | +11.0% |
| 6M | -3.1% | -35.2% | +32.2% | +0.3% |
| YTD | -2.7% | -40.1% | +37.4% | +1.2% |
| 1Y | -10.2% | -45.6% | +35.4% | -5.8% |
| 3Y | +20.3% | -54.4% | +74.6% | +28.3% |
| All | +18.9% | -69.3% | +88.2% | +28.3% |
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 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