+195.5%
W vs APTV
-19.0%
+214.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.5% |
| 7D | -1.7% | -5.0% | +3.3% | +1.8% |
| 30D | +3.2% | -12.3% | +15.5% | +13.1% |
| 3M | +8.3% | -19.9% | +28.2% | +25.1% |
| 6M | +84.3% | -29.4% | +113.7% | +118.2% |
| YTD | +11.0% | -49.0% | +60.0% | +64.2% |
| 1Y | -0.2% | -53.1% | +52.9% | +56.5% |
| 3Y | +157.9% | -48.9% | +206.8% | +283.9% |
| 5Y | -56.8% | -77.2% | +20.4% | +10.1% |
| 10Y | +212.2% | -26.8% | +238.9% | +289.8% |
| All | +195.5% | -19.0% | +214.6% | +245.3% |
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 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