-28.3%
APTV vs CP
+257.3%
-285.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -1.7% | +2.1% | -3.9% | -3.3% |
| 30D | -11.6% | +9.3% | -20.9% | -17.1% |
| 3M | -21.2% | +0.5% | -21.7% | -21.6% |
| 6M | -28.5% | +10.4% | -38.9% | -33.8% |
| YTD | -49.1% | +28.7% | -77.8% | -58.1% |
| 1Y | -52.2% | +33.2% | -85.4% | -61.6% |
| 3Y | -48.6% | +38.4% | -87.1% | -60.7% |
| 5Y | -77.3% | +26.2% | -103.5% | -81.8% |
| All | -28.3% | +257.3% | -285.7% | -71.5% |
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