-45.8%
APTV vs CP
+19.4%
-65.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -1.2% | +0.6% | -1.7% | -1.4% |
| 30D | -10.6% | -0.5% | -10.2% | -10.4% |
| 3M | -35.0% | +0.1% | -35.1% | -35.2% |
| 6M | -38.9% | +7.8% | -46.7% | -42.0% |
| YTD | -41.5% | +22.9% | -64.4% | -48.3% |
| 1Y | -45.8% | +21.3% | -67.1% | -52.7% |
| All | -45.8% | +19.4% | -65.2% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling