+1,008.1%
CME vs APTV
+194.6%
+813.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.8% |
| 7D | -1.6% | +4.8% | -6.4% | -2.4% |
| 30D | +6.2% | +2.0% | +4.2% | +5.7% |
| 3M | +10.4% | -34.2% | +44.7% | +18.1% |
| 6M | -9.5% | -34.7% | +25.1% | -3.8% |
| YTD | +6.0% | -37.0% | +43.0% | +13.0% |
| 1Y | +9.3% | -40.4% | +49.7% | +17.4% |
| 3Y | +57.7% | -54.1% | +111.8% | +74.1% |
| 5Y | +77.7% | -68.0% | +145.7% | +106.8% |
| 10Y | +281.2% | -15.5% | +296.8% | +207.0% |
| All | +1,008.1% | +194.6% | +813.5% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling