+337.5%
COP vs APTV
-15.8%
+353.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.5% |
| 30D | +9.6% | -7.9% | +17.5% | +12.2% |
| 3M | +15.0% | -29.9% | +45.0% | +27.6% |
| 6M | +21.8% | -36.6% | +58.3% | +37.4% |
| YTD | +49.6% | -40.0% | +89.6% | +71.1% |
| 1Y | +49.9% | -44.0% | +93.9% | +75.1% |
| 3Y | +22.6% | -54.5% | +77.1% | +47.2% |
| 5Y | +193.6% | -68.8% | +262.4% | +290.3% |
| All | +337.5% | -15.8% | +353.4% | +257.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling