-19.1%
APTV vs CASY
+468.0%
-487.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.2% | +11.6% | +1.8% |
| 7D | -1.2% | -16.5% | +15.4% | +4.3% |
| 30D | -10.6% | -26.4% | +15.7% | -2.1% |
| 3M | -35.0% | -17.3% | -17.7% | -32.4% |
| 6M | -38.9% | -5.2% | -33.7% | -39.8% |
| YTD | -41.5% | +14.1% | -55.6% | -46.1% |
| 1Y | -45.8% | +16.6% | -62.4% | -50.7% |
| 3Y | -55.7% | +163.7% | -219.4% | -71.5% |
| 5Y | -70.1% | +231.3% | -301.4% | -82.7% |
| 10Y | -19.1% | +462.9% | -482.0% | -61.0% |
| All | -19.1% | +468.0% | -487.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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