-20.0%
APTV vs CP
+219.6%
-239.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.3% |
| 7D | +2.0% | +2.4% | -0.5% | +0.3% |
| 30D | -7.7% | -0.5% | -7.2% | -7.4% |
| 3M | -34.0% | +1.4% | -35.4% | -34.9% |
| 6M | -37.1% | +10.3% | -47.4% | -41.7% |
| YTD | -39.9% | +24.3% | -64.2% | -49.2% |
| 1Y | -44.4% | +20.4% | -64.9% | -52.0% |
| 3Y | -54.5% | +21.8% | -76.3% | -61.8% |
| 5Y | -69.1% | +31.5% | -100.6% | -76.0% |
| 10Y | -20.0% | +223.2% | -243.2% | -65.0% |
| All | -20.0% | +219.6% | -239.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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