+335.9%
COP vs APTV
-18.0%
+353.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +11.7% | -10.6% | +22.4% | +15.6% |
| 3M | +17.7% | -35.0% | +52.7% | +33.8% |
| 6M | +18.3% | -38.9% | +57.2% | +35.3% |
| YTD | +49.1% | -41.5% | +90.6% | +71.9% |
| 1Y | +53.3% | -45.8% | +99.1% | +81.1% |
| 3Y | +22.2% | -55.7% | +77.9% | +48.0% |
| 5Y | +193.3% | -70.1% | +263.4% | +296.6% |
| All | +335.9% | -18.0% | +353.9% | +259.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling