+318.5%
COP vs APTV
+194.6%
+123.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -2.1% |
| 7D | +3.0% | +4.8% | -1.8% | +1.3% |
| 30D | +17.5% | +2.0% | +15.5% | +16.3% |
| 3M | +13.4% | -34.2% | +47.6% | +29.0% |
| 6M | +17.7% | -34.7% | +52.4% | +32.1% |
| YTD | +46.6% | -37.0% | +83.6% | +65.5% |
| 1Y | +44.6% | -40.4% | +85.0% | +65.8% |
| 3Y | +20.7% | -54.1% | +74.8% | +45.2% |
| 5Y | +185.0% | -68.0% | +253.1% | +276.1% |
| 10Y | +347.0% | -15.5% | +362.5% | +249.5% |
| All | +318.5% | +194.6% | +123.9% | +114.4% |
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