-32.5%
APTV vs CAI
-11.0%
-21.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -1.8% | -5.1% | +3.3% | -1.3% |
| 30D | -7.9% | +3.9% | -11.8% | -8.4% |
| 3M | -29.9% | +40.1% | -70.0% | -32.4% |
| 6M | -36.6% | +29.7% | -66.3% | -38.8% |
| YTD | -40.0% | -10.9% | -29.1% | -39.8% |
| 1Y | -44.0% | -28.0% | -16.0% | -42.7% |
| All | -32.5% | -11.0% | -21.5% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling