+11.7%
CMI vs APTV
-46.4%
+58.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.4% | -6.9% |
| 7D | -11.2% | -1.9% | -9.3% | -10.8% |
| 30D | -9.8% | -1.4% | -8.4% | -9.6% |
| 3M | -25.5% | -9.3% | -16.2% | -23.7% |
| 6M | -27.7% | -27.3% | -0.3% | -21.4% |
| YTD | -6.6% | -43.1% | +36.5% | +8.4% |
| 1Y | +11.7% | -46.5% | +58.2% | +31.8% |
| All | +11.7% | -46.4% | +58.0% | +31.8% |
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