+24.3%
W vs APTV
-46.4%
+70.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.6% | +6.4% | +10.0% |
| 7D | +8.4% | -1.9% | +10.2% | +8.7% |
| 30D | +16.5% | -1.4% | +17.9% | +16.8% |
| 3M | +6.4% | -9.3% | +15.8% | +8.1% |
| 6M | +90.5% | -27.3% | +117.9% | +94.5% |
| YTD | +23.1% | -43.1% | +66.2% | +46.7% |
| 1Y | +24.3% | -46.5% | +70.8% | +55.1% |
| All | +24.3% | -46.4% | +70.6% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling