+642.8%
XLF vs APTV
+180.9%
+461.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | +0.1% |
| 7D | +0.2% | +2.0% | -1.8% | -0.5% |
| 30D | -0.5% | -7.7% | +7.2% | +1.9% |
| 3M | +10.6% | -34.0% | +44.6% | +25.1% |
| 6M | +14.3% | -37.1% | +51.4% | +29.5% |
| YTD | +5.5% | -39.9% | +45.4% | +20.8% |
| 1Y | +9.6% | -44.4% | +54.0% | +28.4% |
| 3Y | +75.2% | -54.5% | +129.7% | +110.7% |
| 5Y | +65.5% | -69.1% | +134.6% | +120.3% |
| 10Y | +246.4% | -20.0% | +266.4% | +192.4% |
| All | +642.8% | +180.9% | +461.9% | +235.2% |
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 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