-25.1%
APTV vs CF
+546.3%
-571.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -9.8% | -0.9% | -8.9% | -9.7% |
| 30D | -8.9% | +6.9% | -15.8% | -11.1% |
| 3M | -19.5% | +4.8% | -24.3% | -21.6% |
| 6M | -31.1% | +4.7% | -35.8% | -33.8% |
| YTD | -47.5% | +56.5% | -104.0% | -58.0% |
| 1Y | -52.3% | +48.4% | -100.7% | -61.1% |
| 3Y | -45.2% | +59.1% | -104.3% | -58.3% |
| 5Y | -76.9% | +109.5% | -186.4% | -86.0% |
| 10Y | -25.1% | +487.0% | -512.0% | -72.0% |
| All | -25.1% | +546.3% | -571.4% | -72.0% |
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