+1,232.5%
COR vs APTV
+143.1%
+1,089.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +2.4% | -4.3% | +6.7% | +3.0% |
| 30D | +7.7% | -9.7% | +17.3% | +9.1% |
| 3M | +7.5% | -20.6% | +28.1% | +10.8% |
| 6M | +34.1% | -31.7% | +65.8% | +39.9% |
| YTD | +3.9% | -48.0% | +51.9% | +11.9% |
| 1Y | -3.6% | -52.1% | +48.4% | +5.0% |
| 3Y | +80.5% | -47.9% | +128.4% | +88.9% |
| 5Y | +194.9% | -76.9% | +271.8% | +251.4% |
| 10Y | +486.6% | -26.7% | +513.3% | +406.4% |
| All | +1,232.5% | +143.1% | +1,089.4% | +775.8% |
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