+553.9%
COF vs APTV
+173.4%
+380.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | -3.4% | -10.6% | +7.3% | +1.9% |
| 3M | +15.4% | -35.0% | +50.4% | +40.0% |
| 6M | +14.4% | -38.9% | +53.3% | +40.2% |
| YTD | -12.0% | -41.5% | +29.5% | +9.8% |
| 1Y | -3.7% | -45.8% | +42.1% | +24.3% |
| 3Y | +121.1% | -55.7% | +176.8% | +199.3% |
| 5Y | +47.8% | -70.1% | +117.9% | +137.3% |
| 10Y | +250.3% | -19.1% | +269.4% | +212.8% |
| All | +553.9% | +173.4% | +380.4% | +210.6% |
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