-61.6%
APTV vs CART
+40.2%
-101.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -8.9% | -0.6% | -8.3% | -8.8% |
| 30D | -9.5% | +23.1% | -32.6% | -11.3% |
| 3M | -20.6% | +19.2% | -39.8% | -22.0% |
| 6M | -28.9% | +45.7% | -74.6% | -31.4% |
| YTD | -48.2% | +30.9% | -79.1% | -49.8% |
| 1Y | -51.7% | +50.2% | -101.9% | -54.0% |
| 3Y | -48.1% | +133.5% | -181.6% | -54.6% |
| All | -61.6% | +40.2% | -101.7% | -65.5% |
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