+13.9%
COR vs APTV
-39.9%
+53.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -1.7% |
| 7D | +2.8% | +4.8% | -2.0% | +3.1% |
| 30D | +4.5% | +2.0% | +2.5% | +4.7% |
| 3M | +22.7% | -34.2% | +56.9% | +19.1% |
| 6M | -9.7% | -34.7% | +24.9% | -11.4% |
| YTD | -1.4% | -37.0% | +35.6% | -4.1% |
| 1Y | +13.9% | -40.4% | +54.3% | +6.3% |
| All | +13.9% | -39.9% | +53.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling