+34.1%
COP vs APTV
-48.7%
+82.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | -1.7% | +6.2% | +4.5% |
| 30D | 0.0% | -11.6% | +11.5% | +0.8% |
| 3M | +15.0% | -21.2% | +36.2% | +17.0% |
| 6M | +22.0% | -28.5% | +50.5% | +24.1% |
| YTD | +55.3% | -49.1% | +104.4% | +65.1% |
| 1Y | +64.1% | -52.2% | +116.3% | +76.2% |
| 3Y | +34.1% | -48.6% | +82.7% | +31.9% |
| All | +34.1% | -48.7% | +82.8% | +31.9% |
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