+142.2%
APTV vs CF
+436.9%
-294.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.6% |
| 7D | -4.3% | +4.8% | -9.0% | -5.8% |
| 30D | -9.7% | +9.7% | -19.4% | -12.4% |
| 3M | -20.6% | +1.2% | -21.8% | -21.6% |
| 6M | -31.7% | +7.4% | -39.1% | -34.6% |
| YTD | -48.0% | +60.5% | -108.5% | -57.7% |
| 1Y | -52.1% | +50.7% | -102.8% | -60.3% |
| 3Y | -47.9% | +64.8% | -112.7% | -59.5% |
| 5Y | -76.9% | +115.8% | -192.7% | -85.0% |
| 10Y | -26.7% | +481.0% | -507.8% | -67.6% |
| All | +142.2% | +436.9% | -294.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling