+193.5%
APTV vs CASY
+1,558.2%
-1,364.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -34.2% | -0.6% | -33.6% | -35.1% |
| 6M | -34.7% | +10.7% | -45.4% | -38.0% |
| YTD | -37.0% | +37.1% | -74.1% | -44.2% |
| 1Y | -40.4% | +52.3% | -92.7% | -49.3% |
| 3Y | -54.1% | +215.2% | -269.3% | -70.2% |
| 5Y | -68.0% | +276.5% | -344.5% | -80.6% |
| 10Y | -15.5% | +508.4% | -523.9% | -56.7% |
| All | +193.5% | +1,558.2% | -1,364.8% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling