-40.4%
APTV vs CAI
-31.3%
-9.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.1% |
| 7D | +4.8% | -2.2% | +7.0% | +5.0% |
| 30D | +2.0% | +52.4% | -50.4% | -1.6% |
| 3M | -34.2% | +45.1% | -79.3% | -36.4% |
| 6M | -34.7% | +26.2% | -60.9% | -36.5% |
| YTD | -37.0% | -7.1% | -29.9% | -37.3% |
| 1Y | -40.4% | -31.0% | -9.4% | -38.3% |
| All | -40.4% | -31.3% | -9.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling