+18.8%
CLF vs APTV
-39.9%
+58.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.0% |
| 7D | +7.6% | +4.8% | +2.8% | +6.3% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | -13.4% | -34.2% | +20.9% | -1.0% |
| 6M | +15.4% | -34.7% | +50.1% | +30.6% |
| YTD | -5.9% | -37.0% | +31.1% | +4.8% |
| 1Y | +18.8% | -40.4% | +59.2% | +44.4% |
| All | +18.8% | -39.9% | +58.7% | +44.4% |
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