-18.2%
APTV vs CRL
+249.3%
-267.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.5% |
| 7D | -1.8% | -6.9% | +5.1% | +1.4% |
| 30D | -7.9% | -3.2% | -4.7% | -6.7% |
| 3M | -29.9% | +46.5% | -76.5% | -42.0% |
| 6M | -36.6% | +63.1% | -99.7% | -51.1% |
| YTD | -40.0% | +36.9% | -76.8% | -50.1% |
| 1Y | -44.0% | +78.1% | -122.1% | -59.6% |
| 3Y | -54.5% | +36.7% | -91.2% | -65.7% |
| 5Y | -68.8% | -38.1% | -30.7% | -64.6% |
| All | -18.2% | +249.3% | -267.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling