+16.0%
CTVA vs APTV
-44.8%
+60.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -4.4% |
| 30D | +11.3% | -6.1% | +17.4% | +11.4% |
| 3M | +12.3% | -33.0% | +45.3% | +13.5% |
| 6M | +7.2% | -35.2% | +42.4% | +9.7% |
| YTD | +26.0% | -40.1% | +66.2% | +29.5% |
| 1Y | +16.0% | -45.6% | +61.6% | +19.7% |
| All | +16.0% | -44.8% | +60.8% | +19.7% |
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 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