-52.0%
APTV vs CF
+46.5%
-98.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.3% |
| 7D | -10.2% | -3.2% | -7.0% | -10.5% |
| 30D | -10.8% | +4.3% | -15.1% | -9.9% |
| 3M | -14.8% | +2.8% | -17.6% | -14.0% |
| 6M | -30.6% | +0.6% | -31.2% | -30.0% |
| YTD | -48.2% | +56.6% | -104.8% | -55.8% |
| 1Y | -52.0% | +49.6% | -101.6% | -58.3% |
| All | -52.0% | +46.5% | -98.5% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling