+201.7%
UL vs APTV
+138.1%
+63.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.1% | -1.7% | +2.9% | +1.4% |
| 30D | +4.5% | -11.6% | +16.1% | +6.1% |
| 3M | +6.5% | -21.2% | +27.7% | +9.7% |
| 6M | +18.2% | -28.5% | +46.7% | +22.3% |
| YTD | +4.7% | -49.1% | +53.8% | +13.0% |
| 1Y | +0.8% | -52.2% | +53.0% | +9.7% |
| 3Y | +35.9% | -48.6% | +84.5% | +43.4% |
| 5Y | +33.4% | -77.3% | +110.7% | +55.9% |
| 10Y | +106.9% | -26.9% | +133.8% | +79.7% |
| All | +201.7% | +138.1% | +63.7% | +95.1% |
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