+1,164.6%
COR vs APTV
+194.6%
+970.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -2.3% |
| 7D | +2.8% | +4.8% | -2.0% | +2.1% |
| 30D | +4.5% | +2.0% | +2.5% | +4.2% |
| 3M | +22.7% | -34.2% | +56.9% | +29.2% |
| 6M | -9.7% | -34.7% | +24.9% | -5.3% |
| YTD | -1.4% | -37.0% | +35.6% | +3.6% |
| 1Y | +13.9% | -40.4% | +54.3% | +20.5% |
| 3Y | +94.0% | -54.1% | +148.1% | +109.7% |
| 5Y | +184.0% | -68.0% | +252.0% | +219.5% |
| 10Y | +406.8% | -15.5% | +422.3% | +329.7% |
| All | +1,164.6% | +194.6% | +970.0% | +710.5% |
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