-77.2%
APTV vs CP
+24.4%
-101.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.3% |
| 7D | -10.2% | +2.8% | -13.0% | -11.8% |
| 30D | -10.8% | +10.2% | -21.0% | -16.5% |
| 3M | -14.8% | +2.4% | -17.2% | -16.2% |
| 6M | -30.6% | +7.7% | -38.2% | -34.2% |
| YTD | -48.2% | +26.0% | -74.2% | -56.2% |
| 1Y | -52.0% | +34.6% | -86.6% | -61.3% |
| 3Y | -47.0% | +26.7% | -73.7% | -56.6% |
| All | -77.2% | +24.4% | -101.6% | -82.1% |
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