+16.2%
W vs APTV
-45.8%
+62.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.7% |
| 7D | +5.9% | -1.2% | +7.1% | +6.1% |
| 30D | -3.0% | -10.6% | +7.6% | -0.7% |
| 3M | +40.3% | -35.0% | +75.3% | +61.6% |
| 6M | +32.2% | -38.9% | +71.1% | +54.6% |
| YTD | -0.3% | -41.5% | +41.2% | +20.1% |
| 1Y | +16.2% | -45.8% | +62.0% | +50.1% |
| All | +16.2% | -45.8% | +62.0% | +50.1% |
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