+20.2%
CLF vs APTV
-46.4%
+66.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.6% | -13.8% | -10.1% |
| 7D | -7.9% | -1.9% | -6.0% | -7.5% |
| 30D | +5.2% | -1.4% | +6.7% | +5.4% |
| 3M | +4.3% | -9.3% | +13.7% | +6.5% |
| 6M | +25.3% | -27.3% | +52.6% | +34.3% |
| YTD | -3.3% | -43.1% | +39.8% | +8.4% |
| 1Y | +20.2% | -46.5% | +66.7% | +39.3% |
| All | +20.2% | -46.4% | +66.6% | +39.3% |
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