+66.1%
APTV vs CG
+282.0%
-215.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -1.7% | +0.2% | -1.9% | -2.0% |
| 30D | -11.6% | +11.2% | -22.8% | -16.7% |
| 3M | -21.2% | -22.1% | +0.9% | -10.6% |
| 6M | -28.5% | -17.9% | -10.6% | -22.1% |
| YTD | -49.1% | -31.3% | -17.8% | -39.6% |
| 1Y | -52.2% | -24.0% | -28.2% | -46.4% |
| 3Y | -48.6% | +45.0% | -93.6% | -62.3% |
| 5Y | -77.3% | -22.6% | -54.6% | -77.1% |
| 10Y | -26.9% | +282.1% | -309.0% | -65.6% |
| All | +66.1% | +282.0% | -215.9% | -23.3% |
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