+407.4%
COR vs APTV
-21.3%
+428.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.1% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -0.3% | -10.6% | +10.3% | +1.0% |
| 3M | +15.9% | -35.0% | +50.9% | +21.5% |
| 6M | -10.3% | -38.9% | +28.6% | -5.6% |
| YTD | -3.7% | -41.5% | +37.8% | +1.5% |
| 1Y | +9.1% | -45.8% | +54.9% | +16.0% |
| 3Y | +86.6% | -55.7% | +142.3% | +101.1% |
| 5Y | +180.9% | -70.1% | +251.0% | +217.2% |
| 10Y | +407.4% | -19.1% | +426.5% | +359.6% |
| All | +407.4% | -21.3% | +428.7% | +359.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling