+193.5%
APTV vs CAPR
-96.9%
+290.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +4.8% | -2.0% | +6.8% | +4.8% |
| 30D | +2.0% | +139.2% | -137.2% | -0.2% |
| 3M | -34.2% | -66.4% | +32.1% | -33.7% |
| 6M | -34.7% | -63.1% | +28.5% | -34.4% |
| YTD | -37.0% | -67.4% | +30.4% | -36.6% |
| 1Y | -40.4% | +58.2% | -98.6% | -45.0% |
| 3Y | -54.1% | +42.2% | -96.3% | -58.9% |
| 5Y | -68.0% | +87.3% | -155.3% | -72.0% |
| 10Y | -15.5% | -75.3% | +59.7% | -30.5% |
| All | +193.5% | -96.9% | +290.3% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling