-40.4%
APTV vs CPB
-32.6%
-7.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.4% | +3.0% |
| 7D | +4.8% | -8.6% | +13.4% | +4.8% |
| 30D | +2.0% | -7.2% | +9.2% | +1.9% |
| 3M | -34.2% | +0.9% | -35.1% | -34.6% |
| 6M | -34.7% | -11.8% | -22.9% | -33.3% |
| YTD | -37.0% | -19.4% | -17.6% | -34.3% |
| 1Y | -40.4% | -30.4% | -10.0% | -36.0% |
| All | -40.4% | -32.6% | -7.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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