+1.5%
CARR vs APTV
-55.4%
+57.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -5.0% | +1.3% | -2.3% |
| 30D | -8.9% | -6.1% | -2.8% | -7.2% |
| 3M | -17.3% | -33.0% | +15.7% | -6.9% |
| 6M | -1.4% | -35.2% | +33.8% | +11.0% |
| YTD | +10.0% | -40.1% | +50.1% | +26.7% |
| 1Y | -6.4% | -45.6% | +39.3% | +11.6% |
| 3Y | +1.5% | -54.4% | +55.9% | +23.9% |
| All | +1.5% | -55.4% | +57.0% | +23.9% |
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 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