-62.2%
APTV vs CART
+40.2%
-102.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -11.6% | +19.2% | -30.8% | -13.1% |
| 3M | -21.2% | +17.6% | -38.7% | -22.5% |
| 6M | -28.5% | +47.4% | -75.9% | -31.1% |
| YTD | -49.1% | +30.9% | -80.0% | -50.6% |
| 1Y | -52.2% | +46.0% | -98.2% | -54.3% |
| 3Y | -48.6% | +130.3% | -178.9% | -55.1% |
| All | -62.2% | +40.2% | -102.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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