+684.2%
CRM vs APTV
+180.7%
+503.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -1.4% |
| 7D | -8.1% | -1.8% | -6.3% | -7.6% |
| 30D | +23.1% | -7.9% | +31.0% | +26.3% |
| 3M | +42.5% | -29.9% | +72.5% | +58.5% |
| 6M | +25.3% | -36.6% | +61.9% | +42.2% |
| YTD | -7.8% | -40.0% | +32.1% | +6.0% |
| 1Y | +1.0% | -44.0% | +45.0% | +18.8% |
| 3Y | +10.0% | -54.5% | +64.5% | +33.4% |
| 5Y | -3.9% | -68.8% | +64.9% | +30.3% |
| 10Y | +233.2% | -16.9% | +250.1% | +161.6% |
| All | +684.2% | +180.7% | +503.5% | +161.0% |
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