+20.8%
COP vs APTV
-54.7%
+75.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -1.0% |
| 30D | +15.6% | -7.7% | +23.3% | +16.2% |
| 3M | +14.3% | -34.0% | +48.3% | +17.9% |
| 6M | +17.0% | -37.1% | +54.1% | +21.7% |
| YTD | +47.4% | -39.9% | +87.3% | +53.9% |
| 1Y | +52.4% | -44.4% | +96.8% | +60.6% |
| 3Y | +20.8% | -54.5% | +75.3% | +20.9% |
| All | +20.8% | -54.7% | +75.5% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling