-61.4%
APTV vs CART
+39.2%
-100.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | -9.7% | +22.4% | -32.1% | -11.4% |
| 3M | -20.6% | +15.6% | -36.2% | -21.7% |
| 6M | -31.7% | +44.9% | -76.6% | -34.1% |
| YTD | -48.0% | +30.0% | -78.0% | -49.5% |
| 1Y | -52.1% | +56.6% | -108.7% | -54.5% |
| 3Y | -47.9% | +131.9% | -179.8% | -54.4% |
| All | -61.4% | +39.2% | -100.6% | -65.3% |
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