+193.5%
APTV vs CP
+781.5%
-588.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +4.8% | -2.7% | +7.5% | +6.5% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | -34.2% | +2.6% | -36.8% | -35.5% |
| 6M | -34.7% | +6.0% | -40.6% | -37.2% |
| YTD | -37.0% | +24.9% | -61.9% | -45.4% |
| 1Y | -40.4% | +20.1% | -60.5% | -47.2% |
| 3Y | -54.1% | +16.4% | -70.5% | -59.1% |
| 5Y | -68.0% | +31.7% | -99.8% | -73.7% |
| 10Y | -15.5% | +223.9% | -239.4% | -56.0% |
| All | +193.5% | +781.5% | -588.0% | -17.0% |
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 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