+104.7%
COST vs APTV
-69.7%
+174.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -4.4% | -7.9% | +3.5% | -3.4% |
| 3M | -8.1% | -29.9% | +21.8% | -3.7% |
| 6M | -9.2% | -36.6% | +27.3% | -3.9% |
| YTD | +5.1% | -40.0% | +45.1% | +12.0% |
| 1Y | -5.1% | -44.0% | +38.9% | +2.2% |
| 3Y | +70.4% | -54.5% | +124.9% | +88.1% |
| 5Y | +104.7% | -68.8% | +173.5% | +143.7% |
| All | +104.7% | -69.7% | +174.4% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling