-34.7%
APTV vs CF
+27.0%
-61.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +2.2% |
| 7D | +4.8% | +6.0% | -1.2% | +6.5% |
| 30D | +2.0% | +14.8% | -12.8% | +6.2% |
| 3M | -34.2% | +14.1% | -48.3% | -31.7% |
| 6M | -34.7% | +28.5% | -63.2% | -30.7% |
| All | -34.7% | +27.0% | -61.6% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling