+121.7%
XRT vs APTV
-18.0%
+139.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.6% |
| 7D | -2.4% | -1.2% | -1.3% | -2.0% |
| 30D | -6.9% | -10.6% | +3.7% | -3.0% |
| 3M | -0.4% | -35.0% | +34.6% | +16.0% |
| 6M | +2.2% | -38.9% | +41.1% | +20.3% |
| YTD | -0.7% | -41.5% | +40.8% | +18.3% |
| 1Y | -2.0% | -45.8% | +43.8% | +20.1% |
| 3Y | +41.0% | -55.7% | +96.7% | +79.9% |
| 5Y | -3.3% | -70.1% | +66.8% | +39.6% |
| All | +121.7% | -18.0% | +139.7% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling