+77.2%
CME vs APTV
-69.4%
+146.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.9% |
| 7D | -2.9% | +2.0% | -4.8% | -2.9% |
| 30D | +5.5% | -7.7% | +13.2% | +5.8% |
| 3M | +11.0% | -34.0% | +45.0% | +12.4% |
| 6M | -9.7% | -37.1% | +27.4% | -8.3% |
| YTD | +4.9% | -39.9% | +44.8% | +6.6% |
| 1Y | +10.1% | -44.4% | +54.5% | +12.4% |
| 3Y | +53.5% | -54.5% | +108.0% | +60.5% |
| 5Y | +77.2% | -69.1% | +146.3% | +92.7% |
| All | +77.2% | -69.4% | +146.6% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling