+162.2%
W vs APTV
-21.3%
+183.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +2.0% |
| 7D | +5.9% | -1.2% | +7.1% | +6.6% |
| 30D | -3.0% | -10.6% | +7.6% | +4.5% |
| 3M | +40.3% | -35.0% | +75.3% | +82.2% |
| 6M | +32.2% | -38.9% | +71.1% | +75.6% |
| YTD | -0.3% | -41.5% | +41.2% | +36.3% |
| 1Y | +16.2% | -45.8% | +62.0% | +67.9% |
| 3Y | +40.7% | -55.7% | +96.4% | +134.5% |
| 5Y | -62.3% | -70.1% | +7.8% | -16.4% |
| 10Y | +162.2% | -19.1% | +181.3% | +230.0% |
| All | +162.2% | -21.3% | +183.5% | +230.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling