-68.2%
APTV vs CP
+32.0%
-100.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.8% |
| 7D | +4.8% | -2.7% | +7.5% | +6.7% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | -34.2% | +2.6% | -36.8% | -35.6% |
| 6M | -34.7% | +6.0% | -40.6% | -37.5% |
| YTD | -37.0% | +24.9% | -61.9% | -46.4% |
| 1Y | -40.4% | +20.1% | -60.5% | -48.0% |
| 3Y | -54.1% | +16.4% | -70.5% | -59.9% |
| All | -68.2% | +32.0% | -100.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling