+305.8%
CME vs APTV
-26.5%
+332.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.5% | -8.9% | +11.4% | +3.9% |
| 30D | +13.9% | -9.5% | +23.4% | +15.6% |
| 3M | +22.4% | -20.6% | +43.0% | +26.5% |
| 6M | +12.9% | -28.9% | +41.8% | +17.5% |
| YTD | +19.6% | -48.2% | +67.8% | +30.5% |
| 1Y | +17.7% | -51.7% | +69.4% | +29.9% |
| 3Y | +65.3% | -48.1% | +113.4% | +74.4% |
| 5Y | +75.1% | -76.7% | +151.8% | +117.0% |
| 10Y | +305.8% | -25.6% | +331.4% | +234.7% |
| All | +305.8% | -26.5% | +332.3% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling