-48.6%
APTV vs CHD
+31.2%
-79.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.7% | +3.6% | -5.4% | -1.8% |
| 30D | -11.6% | +10.4% | -22.0% | -11.6% |
| 3M | -21.2% | +12.2% | -33.4% | -21.2% |
| 6M | -28.5% | +19.9% | -48.4% | -28.6% |
| YTD | -49.1% | +36.4% | -85.5% | -49.6% |
| 1Y | -52.2% | +35.1% | -87.3% | -52.7% |
| 3Y | -48.6% | +29.2% | -77.8% | -49.0% |
| All | -48.6% | +31.2% | -79.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling