+1,158.5%
CME vs APTV
+138.1%
+1,020.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +3.9% | -1.7% | +5.7% | +4.3% |
| 30D | +11.3% | -11.6% | +22.9% | +13.6% |
| 3M | +19.6% | -21.2% | +40.7% | +24.2% |
| 6M | +8.1% | -28.5% | +36.6% | +12.9% |
| YTD | +20.4% | -49.1% | +69.5% | +32.9% |
| 1Y | +16.5% | -52.2% | +68.7% | +30.0% |
| 3Y | +66.4% | -48.6% | +115.1% | +76.8% |
| 5Y | +74.5% | -77.3% | +151.7% | +118.1% |
| 10Y | +308.5% | -26.9% | +335.3% | +235.6% |
| All | +1,158.5% | +138.1% | +1,020.4% | +556.9% |
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