-45.2%
APTV vs CAPR
+242.0%
-287.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.4% | -8.3% | +1.1% |
| 7D | -9.8% | +36.0% | -45.8% | -10.0% |
| 30D | -8.9% | +25.8% | -34.7% | -9.1% |
| 3M | -19.5% | +140.8% | -160.3% | -20.2% |
| 6M | -31.1% | -67.6% | +36.5% | -30.9% |
| YTD | -47.5% | -65.9% | +18.3% | -47.5% |
| 1Y | -52.3% | +66.1% | -118.4% | -54.0% |
| 3Y | -45.2% | +256.9% | -302.1% | -51.4% |
| All | -45.2% | +242.0% | -287.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling