+193.5%
APTV vs CHD
+455.5%
-262.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.8% | -2.7% | +7.5% | +5.3% |
| 30D | +2.0% | -4.6% | +6.6% | +2.8% |
| 3M | -34.2% | +5.0% | -39.3% | -35.0% |
| 6M | -34.7% | -3.2% | -31.4% | -34.5% |
| YTD | -37.0% | +18.6% | -55.6% | -39.4% |
| 1Y | -40.4% | +4.8% | -45.2% | -41.3% |
| 3Y | -54.1% | +6.1% | -60.2% | -55.4% |
| 5Y | -68.0% | +24.0% | -92.0% | -70.5% |
| 10Y | -15.5% | +124.5% | -140.0% | -38.9% |
| All | +193.5% | +455.5% | -262.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling