-52.4%
APTV vs CASY
+220.7%
-273.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +2.0% | -11.3% | +13.3% | +3.5% |
| 3M | -34.2% | -0.6% | -33.6% | -34.5% |
| 6M | -34.7% | +10.7% | -45.4% | -36.7% |
| YTD | -37.0% | +37.1% | -74.1% | -41.6% |
| 1Y | -40.4% | +52.3% | -92.7% | -46.2% |
| All | -52.4% | +220.7% | -273.1% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling