-62.1%
W vs APTV
-69.4%
+7.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +4.5% |
| 7D | +6.5% | +2.0% | +4.5% | +4.5% |
| 30D | -6.2% | -7.7% | +1.5% | -0.1% |
| 3M | +48.9% | -34.0% | +82.9% | +102.6% |
| 6M | +31.2% | -37.1% | +68.3% | +80.6% |
| YTD | -0.4% | -39.9% | +39.5% | +42.0% |
| 1Y | +14.8% | -44.4% | +59.3% | +76.4% |
| 3Y | +40.5% | -54.5% | +95.0% | +158.1% |
| 5Y | -62.1% | -69.1% | +7.0% | -8.2% |
| All | -62.1% | -69.4% | +7.3% | -8.2% |
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