+728.4%
CAH vs APTV
+173.4%
+554.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | -2.2% | -1.2% | -1.1% | -2.1% |
| 30D | +1.2% | -10.6% | +11.8% | +3.2% |
| 3M | +13.1% | -35.0% | +48.1% | +21.4% |
| 6M | +8.5% | -38.9% | +47.4% | +16.8% |
| YTD | +17.6% | -41.5% | +59.1% | +27.1% |
| 1Y | +60.7% | -45.8% | +106.5% | +75.6% |
| 3Y | +183.2% | -55.7% | +238.9% | +213.0% |
| 5Y | +402.2% | -70.1% | +472.3% | +488.1% |
| 10Y | +302.3% | -19.1% | +321.4% | +237.8% |
| All | +728.4% | +173.4% | +554.9% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling