+117.6%
CTSH vs APTV
+145.2%
-27.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -2.3% | -9.8% | +7.5% | +0.8% |
| 30D | +7.4% | -8.9% | +16.3% | +10.4% |
| 3M | +10.9% | -19.5% | +30.4% | +18.3% |
| 6M | +24.7% | -31.1% | +55.8% | +36.8% |
| YTD | -22.0% | -47.5% | +25.6% | -7.2% |
| 1Y | -11.2% | -52.3% | +41.1% | +9.0% |
| 3Y | +3.9% | -45.2% | +49.0% | +16.5% |
| 5Y | -13.9% | -76.9% | +62.9% | +25.8% |
| 10Y | +37.8% | -25.1% | +62.9% | +16.6% |
| All | +117.6% | +145.2% | -27.6% | +0.6% |
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