-19.1%
APTV vs CNH
+157.1%
-176.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.9% |
| 7D | -1.2% | +1.8% | -3.0% | -2.2% |
| 30D | -10.6% | +32.6% | -43.3% | -24.8% |
| 3M | -35.0% | +29.4% | -64.4% | -45.3% |
| 6M | -38.9% | +26.0% | -64.9% | -48.2% |
| YTD | -41.5% | +52.2% | -93.7% | -56.0% |
| 1Y | -45.8% | +23.9% | -69.7% | -54.2% |
| 3Y | -55.7% | +10.1% | -65.8% | -61.7% |
| 5Y | -70.1% | +13.2% | -83.3% | -75.4% |
| 10Y | -19.1% | +160.7% | -179.7% | -56.5% |
| All | -19.1% | +157.1% | -176.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling