-26.7%
APTV vs CP
+255.2%
-281.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -4.3% | +2.8% | -7.1% | -6.1% |
| 30D | -9.7% | +11.0% | -20.7% | -16.3% |
| 3M | -20.6% | +3.8% | -24.4% | -22.9% |
| 6M | -31.7% | +9.5% | -41.2% | -36.3% |
| YTD | -48.0% | +28.2% | -76.2% | -57.1% |
| 1Y | -52.1% | +33.0% | -85.0% | -61.5% |
| 3Y | -47.9% | +35.5% | -83.4% | -59.5% |
| 5Y | -76.9% | +25.8% | -102.7% | -81.4% |
| 10Y | -26.7% | +250.7% | -277.4% | -70.0% |
| All | -26.7% | +255.2% | -281.9% | -70.0% |
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