-28.3%
APTV vs CF
+479.1%
-507.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | +4.8% | -6.5% | -3.2% |
| 30D | -11.6% | +4.7% | -16.3% | -13.2% |
| 3M | -21.2% | +7.4% | -28.6% | -23.7% |
| 6M | -28.5% | +0.6% | -29.1% | -30.0% |
| YTD | -49.1% | +64.1% | -113.2% | -59.9% |
| 1Y | -52.2% | +51.4% | -103.6% | -61.2% |
| 3Y | -48.6% | +67.8% | -116.4% | -61.6% |
| 5Y | -77.3% | +114.1% | -191.4% | -86.3% |
| All | -28.3% | +479.1% | -507.4% | -73.0% |
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