+492.2%
COR vs APTV
-27.4%
+519.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +7.8% | -1.7% | +9.6% | +8.1% |
| 30D | +7.0% | -11.6% | +18.6% | +8.6% |
| 3M | +16.3% | -21.2% | +37.4% | +19.5% |
| 6M | +41.3% | -28.5% | +69.8% | +45.8% |
| YTD | +7.1% | -49.1% | +56.2% | +14.9% |
| 1Y | -0.8% | -52.2% | +51.4% | +7.2% |
| 3Y | +85.0% | -48.6% | +133.6% | +92.9% |
| 5Y | +203.9% | -77.3% | +281.1% | +262.0% |
| All | +492.2% | -27.4% | +519.6% | +444.4% |
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 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