-48.3%
APTV vs CRBG
+19.6%
-67.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | -1.9% | +2.6% | -4.5% | -2.8% |
| 30D | -1.4% | +4.0% | -5.5% | -2.8% |
| 3M | -9.3% | +15.5% | -24.9% | -14.2% |
| 6M | -27.3% | +36.0% | -63.3% | -35.8% |
| YTD | -43.1% | +23.3% | -66.5% | -47.5% |
| All | -48.3% | +19.6% | -67.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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