+141.4%
APTV vs CP
+788.9%
-647.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.4% |
| 7D | -10.2% | +2.8% | -13.0% | -11.6% |
| 30D | -10.8% | +10.2% | -21.0% | -16.0% |
| 3M | -14.8% | +2.4% | -17.2% | -16.1% |
| 6M | -30.6% | +7.7% | -38.2% | -33.9% |
| YTD | -48.2% | +26.0% | -74.2% | -55.4% |
| 1Y | -52.0% | +34.6% | -86.6% | -60.3% |
| 3Y | -47.0% | +26.7% | -73.7% | -55.1% |
| 5Y | -77.5% | +24.9% | -102.4% | -80.9% |
| 10Y | -27.0% | +258.6% | -285.6% | -63.6% |
| All | +141.4% | +788.9% | -647.5% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling