+142.2%
APTV vs CASY
+1,433.4%
-1,291.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -4.3% | +5.0% | -9.3% | -5.6% |
| 30D | -9.7% | +8.2% | -17.8% | -11.8% |
| 3M | -20.6% | -18.2% | -2.4% | -16.3% |
| 6M | -31.7% | -18.6% | -13.1% | -28.8% |
| YTD | -48.0% | +26.8% | -74.8% | -53.2% |
| 1Y | -52.1% | +31.6% | -83.7% | -57.5% |
| 3Y | -47.9% | +156.5% | -204.4% | -63.9% |
| 5Y | -76.9% | +258.6% | -335.5% | -85.9% |
| 10Y | -26.7% | +550.3% | -577.0% | -63.0% |
| All | +142.2% | +1,433.4% | -1,291.2% | -7.3% |
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 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