+105.6%
APTV vs CG
+351.2%
-245.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.9% |
| 7D | +4.8% | -4.3% | +9.1% | +7.2% |
| 30D | +2.0% | -5.1% | +7.1% | +4.5% |
| 3M | -34.2% | +8.7% | -42.9% | -37.9% |
| 6M | -34.7% | -9.2% | -25.4% | -32.5% |
| YTD | -37.0% | -18.9% | -18.1% | -31.3% |
| 1Y | -40.4% | -25.6% | -14.8% | -32.4% |
| 3Y | -54.1% | +57.3% | -111.4% | -67.6% |
| 5Y | -68.0% | +10.2% | -78.2% | -73.4% |
| 10Y | -15.5% | +364.2% | -379.7% | -63.8% |
| All | +105.6% | +351.2% | -245.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling