-60.2%
APTV vs CART
+37.6%
-97.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.3% |
| 7D | -8.1% | +1.2% | -9.2% | -8.1% |
| 30D | -8.7% | +27.1% | -35.7% | -10.7% |
| 3M | -13.1% | +27.4% | -40.5% | -15.1% |
| 6M | -25.5% | +32.1% | -57.6% | -27.5% |
| YTD | -46.3% | +28.5% | -74.8% | -47.9% |
| 1Y | -51.1% | +58.8% | -109.9% | -53.8% |
| 3Y | -47.3% | +114.8% | -162.0% | -53.9% |
| All | -60.2% | +37.6% | -97.8% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling