+32.0%
CTVA vs APTV
-46.4%
+78.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +3.0% |
| 7D | +8.2% | -1.9% | +10.1% | +8.3% |
| 30D | -1.0% | -1.4% | +0.4% | -1.0% |
| 3M | +4.6% | -9.3% | +13.9% | +4.8% |
| 6M | +0.5% | -27.3% | +27.8% | +1.0% |
| YTD | +22.7% | -43.1% | +65.9% | +26.4% |
| 1Y | +32.0% | -46.5% | +78.5% | +37.8% |
| All | +32.0% | -46.4% | +78.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling