+178.7%
APTV vs CGNX
+748.8%
-570.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.9% |
| 7D | -5.0% | +3.2% | -8.2% | -6.2% |
| 30D | -6.1% | +6.0% | -12.1% | -8.4% |
| 3M | -33.0% | +3.5% | -36.5% | -35.0% |
| 6M | -35.2% | +26.3% | -61.5% | -42.1% |
| YTD | -40.1% | +79.2% | -119.4% | -55.2% |
| 1Y | -45.6% | +43.8% | -89.4% | -55.9% |
| 3Y | -54.4% | +52.0% | -106.3% | -65.7% |
| 5Y | -68.9% | -24.0% | -44.9% | -70.0% |
| 10Y | -17.2% | +189.1% | -206.3% | -52.5% |
| All | +178.7% | +748.8% | -570.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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