+180.2%
CAH vs APTV
-56.4%
+236.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.3% |
| 7D | -2.2% | -1.2% | -1.1% | -2.2% |
| 30D | +1.2% | -10.6% | +11.8% | +0.9% |
| 3M | +13.1% | -35.0% | +48.1% | +11.9% |
| 6M | +8.5% | -38.9% | +47.4% | +7.2% |
| YTD | +17.6% | -41.5% | +59.1% | +16.0% |
| 1Y | +60.7% | -45.8% | +106.5% | +58.2% |
| All | +180.2% | -56.4% | +236.6% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling