+1,235.0%
COR vs APTV
+138.4%
+1,096.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +2.9% | -5.0% | +7.8% | +3.6% |
| 30D | +5.8% | -12.3% | +18.2% | +7.7% |
| 3M | +11.4% | -19.9% | +31.4% | +14.7% |
| 6M | +34.5% | -29.4% | +63.8% | +39.6% |
| YTD | +4.1% | -49.0% | +53.1% | +12.4% |
| 1Y | -3.1% | -53.1% | +50.0% | +5.9% |
| 3Y | +80.9% | -48.9% | +129.7% | +89.7% |
| 5Y | +195.1% | -77.2% | +272.4% | +252.2% |
| 10Y | +492.7% | -26.8% | +519.5% | +411.1% |
| All | +1,235.0% | +138.4% | +1,096.6% | +779.7% |
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