-25.6%
APTV vs CF
+485.9%
-511.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -8.9% | +10.4% | -19.3% | -11.8% |
| 30D | -9.5% | +7.6% | -17.1% | -11.9% |
| 3M | -20.6% | +5.2% | -25.7% | -22.7% |
| 6M | -28.9% | -0.1% | -28.8% | -30.3% |
| YTD | -48.2% | +61.7% | -109.9% | -59.0% |
| 1Y | -51.7% | +50.3% | -102.0% | -60.8% |
| 3Y | -48.1% | +66.0% | -114.1% | -61.1% |
| 5Y | -76.7% | +114.5% | -191.2% | -86.0% |
| 10Y | -25.6% | +471.5% | -497.1% | -72.1% |
| All | -25.6% | +485.9% | -511.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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