+1,956.9%
V vs APTV
+142.3%
+1,814.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +2.2% | -10.2% | +12.4% | +5.2% |
| 30D | +13.6% | -10.8% | +24.4% | +17.1% |
| 3M | +14.3% | -14.8% | +29.1% | +18.8% |
| 6M | +33.1% | -30.6% | +63.7% | +43.5% |
| YTD | +21.2% | -48.2% | +69.4% | +40.9% |
| 1Y | +26.4% | -52.0% | +78.4% | +50.1% |
| 3Y | +77.6% | -47.0% | +124.6% | +95.8% |
| 5Y | +102.6% | -77.5% | +180.1% | +183.8% |
| 10Y | +464.4% | -27.0% | +491.4% | +377.5% |
| All | +1,956.9% | +142.3% | +1,814.6% | +1,122.1% |
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