+163.6%
W vs APTV
+0.1%
+163.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +0.5% |
| 7D | -4.2% | +4.8% | -9.0% | -7.1% |
| 30D | -7.6% | +2.0% | -9.6% | -9.1% |
| 3M | +37.2% | -34.2% | +71.4% | +75.5% |
| 6M | +26.3% | -34.7% | +61.0% | +58.9% |
| YTD | -1.0% | -37.0% | +36.0% | +27.5% |
| 1Y | +20.1% | -40.4% | +60.5% | +60.5% |
| 3Y | +37.8% | -54.1% | +91.9% | +120.6% |
| 5Y | -63.7% | -68.0% | +4.4% | -24.9% |
| 10Y | +156.3% | -15.5% | +171.8% | +185.3% |
| All | +163.6% | +0.1% | +163.5% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling