-52.0%
APTV vs CART
+60.1%
-112.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | -10.2% | +3.0% | -13.2% | -10.3% |
| 30D | -10.8% | +28.6% | -39.4% | -11.6% |
| 3M | -14.8% | +29.1% | -43.9% | -15.4% |
| 6M | -30.6% | +44.7% | -75.3% | -30.3% |
| YTD | -48.2% | +29.2% | -77.4% | -50.3% |
| 1Y | -52.0% | +66.2% | -118.1% | -55.9% |
| All | -52.0% | +60.1% | -112.0% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling