+67.7%
V vs APTV
-69.9%
+137.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.2% |
| 7D | -2.9% | -1.2% | -1.8% | -2.7% |
| 30D | +1.9% | -10.6% | +12.5% | +3.9% |
| 3M | +13.2% | -35.0% | +48.2% | +22.0% |
| 6M | +16.7% | -38.9% | +55.6% | +26.6% |
| YTD | +5.4% | -41.5% | +46.9% | +14.8% |
| 1Y | +7.7% | -45.8% | +53.5% | +19.1% |
| 3Y | +52.0% | -55.7% | +107.7% | +72.9% |
| 5Y | +67.7% | -70.1% | +137.8% | +105.0% |
| All | +67.7% | -69.9% | +137.6% | +105.0% |
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