+105.2%
CTVA vs APTV
-69.7%
+174.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | -4.7% | -1.8% | -2.9% | -4.4% |
| 30D | +11.1% | -7.9% | +19.0% | +12.7% |
| 3M | +13.7% | -29.9% | +43.6% | +21.0% |
| 6M | +11.2% | -36.6% | +47.8% | +20.0% |
| YTD | +26.9% | -40.0% | +66.8% | +38.2% |
| 1Y | +18.8% | -44.0% | +62.8% | +31.2% |
| 3Y | +75.9% | -54.5% | +130.5% | +98.1% |
| 5Y | +105.2% | -68.8% | +174.0% | +146.6% |
| All | +105.2% | -69.7% | +174.9% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling