-18.4%
APTV vs CG
+314.7%
-333.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -5.0% | -9.9% | +4.8% | +1.0% |
| 30D | -6.1% | -11.7% | +5.6% | +0.7% |
| 3M | -33.0% | -4.3% | -28.7% | -32.3% |
| 6M | -35.2% | -8.8% | -26.5% | -33.2% |
| YTD | -40.1% | -26.9% | -13.3% | -30.0% |
| 1Y | -45.6% | -35.4% | -10.2% | -31.9% |
| 3Y | -54.4% | +43.0% | -97.4% | -68.2% |
| 5Y | -68.9% | +1.9% | -70.8% | -74.1% |
| All | -18.4% | +314.7% | -333.1% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling