+75.7%
CTVA vs APTV
-56.4%
+132.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | -0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.7% |
| 30D | +11.1% | -10.6% | +21.7% | +12.9% |
| 3M | +13.2% | -35.0% | +48.2% | +20.6% |
| 6M | +8.7% | -38.9% | +47.6% | +16.8% |
| YTD | +27.3% | -41.5% | +68.8% | +37.5% |
| 1Y | +18.0% | -45.8% | +63.8% | +29.4% |
| All | +75.7% | -56.4% | +132.1% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling