-43.5%
CAG vs APTV
-69.3%
+25.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -5.7% | -5.0% | -0.7% | -5.4% |
| 30D | -2.4% | -6.1% | +3.7% | -2.1% |
| 3M | +9.8% | -33.0% | +42.8% | +12.1% |
| 6M | -10.8% | -35.2% | +24.4% | -9.0% |
| YTD | -10.8% | -40.1% | +29.3% | -8.6% |
| 1Y | -19.0% | -45.6% | +26.6% | -16.4% |
| 3Y | -39.7% | -54.4% | +14.7% | -37.9% |
| All | -43.5% | -69.3% | +25.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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