-5.8%
CI vs APTV
-45.8%
+40.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | -1.1% | -1.2% | 0.0% | -1.0% |
| 30D | +0.5% | -10.6% | +11.1% | +1.6% |
| 3M | -5.2% | -35.0% | +29.8% | -1.6% |
| 6M | +4.3% | -38.9% | +43.2% | +10.0% |
| YTD | +2.8% | -41.5% | +44.3% | +6.6% |
| 1Y | -5.8% | -45.8% | +40.0% | +8.0% |
| All | -5.8% | -45.8% | +40.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling