-52.1%
APTV vs CF
+50.8%
-102.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.4% |
| 7D | -4.3% | +4.8% | -9.0% | -3.2% |
| 30D | -9.7% | +9.7% | -19.4% | -7.8% |
| 3M | -20.6% | +1.2% | -21.8% | -19.9% |
| 6M | -31.7% | +7.4% | -39.1% | -30.5% |
| YTD | -48.0% | +60.5% | -108.5% | -55.5% |
| 1Y | -52.1% | +50.7% | -102.8% | -57.9% |
| All | -52.1% | +50.8% | -102.9% | -57.9% |
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