-40.4%
APTV vs CRBG
+3.6%
-44.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +4.8% | +5.7% | -0.9% | +3.0% |
| 30D | +2.0% | +2.6% | -0.6% | +1.0% |
| 3M | -34.2% | +31.6% | -65.8% | -40.3% |
| 6M | -34.7% | +32.8% | -67.5% | -41.5% |
| YTD | -37.0% | +16.5% | -53.4% | -40.7% |
| 1Y | -40.4% | +6.1% | -46.5% | -43.0% |
| All | -40.4% | +3.6% | -44.0% | -43.0% |
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