+343.5%
COP vs APTV
+138.1%
+205.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | -1.7% | +6.2% | +5.0% |
| 30D | 0.0% | -11.6% | +11.5% | +3.8% |
| 3M | +15.0% | -21.2% | +36.2% | +23.6% |
| 6M | +22.0% | -28.5% | +50.5% | +32.3% |
| YTD | +55.3% | -49.1% | +104.4% | +87.3% |
| 1Y | +64.1% | -52.2% | +116.3% | +102.1% |
| 3Y | +34.1% | -48.6% | +82.7% | +51.8% |
| 5Y | +133.4% | -77.3% | +210.6% | +250.4% |
| 10Y | +338.6% | -26.9% | +365.5% | +257.3% |
| All | +343.5% | +138.1% | +205.4% | +142.6% |
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