-28.2%
APTV vs CG
+274.5%
-302.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +1.0% |
| 7D | -5.0% | -1.5% | -3.5% | -4.3% |
| 30D | -12.3% | +5.7% | -18.0% | -15.5% |
| 3M | -19.9% | -17.9% | -2.1% | -10.8% |
| 6M | -29.4% | -20.2% | -9.2% | -21.0% |
| YTD | -49.0% | -32.0% | -17.0% | -38.0% |
| 1Y | -53.1% | -27.0% | -26.1% | -45.6% |
| 3Y | -48.9% | +42.8% | -91.6% | -64.6% |
| 5Y | -77.2% | -23.4% | -53.8% | -77.1% |
| All | -28.2% | +274.5% | -302.8% | -73.8% |
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