+1,962.4%
V vs APTV
+143.1%
+1,819.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +9.9% | -9.7% | +19.6% | +12.9% |
| 3M | +17.5% | -20.6% | +38.1% | +24.6% |
| 6M | +33.5% | -31.7% | +65.2% | +44.6% |
| YTD | +21.6% | -48.0% | +69.6% | +41.2% |
| 1Y | +27.6% | -52.1% | +79.6% | +51.6% |
| 3Y | +76.4% | -47.9% | +124.3% | +95.7% |
| 5Y | +103.8% | -76.9% | +180.7% | +183.3% |
| 10Y | +455.5% | -26.7% | +482.2% | +370.2% |
| All | +1,962.4% | +143.1% | +1,819.3% | +1,124.2% |
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