+69.6%
APTV vs CG
+300.6%
-230.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 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% | -48.1% |
| 3Y | -47.9% | +51.2% | -99.1% | -62.6% |
| 5Y | -76.9% | -15.9% | -61.1% | -77.8% |
| 10Y | -26.7% | +305.9% | -332.6% | -66.5% |
| All | +69.6% | +300.6% | -230.9% | -23.5% |
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