+193.5%
APTV vs CF
+485.1%
-291.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.0% |
| 7D | +4.8% | +6.0% | -1.2% | +2.9% |
| 30D | +2.0% | +14.8% | -12.8% | -2.6% |
| 3M | -34.2% | +14.1% | -48.3% | -37.3% |
| 6M | -34.7% | +28.5% | -63.2% | -42.0% |
| YTD | -37.0% | +74.9% | -111.9% | -49.8% |
| 1Y | -40.4% | +61.7% | -102.1% | -51.4% |
| 3Y | -54.1% | +80.3% | -134.4% | -65.2% |
| 5Y | -68.0% | +226.0% | -294.0% | -82.1% |
| 10Y | -15.5% | +569.9% | -585.4% | -64.1% |
| All | +193.5% | +485.1% | -291.7% | +15.6% |
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