+141.4%
APTV vs CF
+423.9%
-282.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.7% |
| 7D | -10.2% | -3.2% | -7.0% | -9.6% |
| 30D | -10.8% | +4.3% | -15.1% | -12.2% |
| 3M | -14.8% | +2.8% | -17.6% | -16.4% |
| 6M | -30.6% | +0.6% | -31.2% | -32.2% |
| YTD | -48.2% | +56.6% | -104.8% | -57.6% |
| 1Y | -52.0% | +49.6% | -101.6% | -60.1% |
| 3Y | -47.0% | +61.5% | -108.5% | -58.6% |
| 5Y | -77.5% | +124.0% | -201.4% | -85.6% |
| 10Y | -27.0% | +573.2% | -600.1% | -68.9% |
| All | +141.4% | +423.9% | -282.5% | -2.4% |
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