-76.9%
APTV vs CG
-16.5%
-60.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.1% |
| 7D | -4.3% | +2.0% | -6.2% | -5.3% |
| 30D | -9.7% | +8.5% | -18.2% | -13.7% |
| 3M | -20.6% | -12.1% | -8.4% | -15.5% |
| 6M | -31.7% | -16.4% | -15.3% | -26.2% |
| YTD | -48.0% | -28.0% | -20.0% | -39.8% |
| 1Y | -52.1% | -18.9% | -33.2% | -48.2% |
| 3Y | -47.9% | +51.2% | -99.1% | -64.5% |
| 5Y | -76.9% | -15.9% | -61.1% | -78.4% |
| All | -76.9% | -16.5% | -60.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling