-53.4%
W vs APTV
-77.1%
+23.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +3.6% |
| 7D | +3.3% | -9.8% | +13.1% | +12.8% |
| 30D | +10.5% | -8.9% | +19.4% | +19.8% |
| 3M | +9.6% | -19.5% | +29.1% | +30.5% |
| 6M | +76.4% | -31.1% | +107.5% | +120.8% |
| YTD | +16.4% | -47.5% | +63.9% | +86.0% |
| 1Y | +9.3% | -52.3% | +61.6% | +91.7% |
| 3Y | +172.8% | -45.2% | +218.0% | +299.8% |
| 5Y | -53.4% | -76.9% | +23.5% | +27.3% |
| All | -53.4% | -77.1% | +23.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling