-76.9%
APTV vs CPB
-31.8%
-45.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -9.8% | +3.3% | -13.0% | -10.0% |
| 30D | -8.9% | +19.0% | -27.9% | -10.0% |
| 3M | -19.5% | +0.4% | -19.9% | -19.6% |
| 6M | -31.1% | +13.0% | -44.1% | -32.2% |
| YTD | -47.5% | -12.7% | -34.8% | -46.7% |
| 1Y | -52.3% | -20.9% | -31.4% | -50.9% |
| 3Y | -45.2% | -35.4% | -9.8% | -42.8% |
| 5Y | -76.9% | -32.3% | -44.6% | -76.7% |
| All | -76.9% | -31.8% | -45.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling