+216.7%
CTVA vs APTV
-32.9%
+249.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -5.0% | +0.5% | -3.1% |
| 30D | +11.3% | -6.1% | +17.4% | +13.2% |
| 3M | +12.3% | -33.0% | +45.3% | +25.1% |
| 6M | +7.2% | -35.2% | +42.4% | +18.9% |
| YTD | +26.0% | -40.1% | +66.2% | +42.6% |
| 1Y | +16.0% | -45.6% | +61.6% | +35.0% |
| 3Y | +73.9% | -54.4% | +128.3% | +106.5% |
| 5Y | +103.8% | -68.9% | +172.7% | +165.7% |
| All | +216.7% | -32.9% | +249.6% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling