+201.8%
AG vs APTV
-48.7%
+250.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -10.0% | -1.7% | -8.2% | -9.4% |
| 30D | -10.5% | -11.6% | +1.1% | -7.1% |
| 3M | -27.3% | -21.2% | -6.1% | -22.1% |
| 6M | -43.0% | -28.5% | -14.5% | -37.6% |
| YTD | -17.9% | -49.1% | +31.2% | -1.9% |
| 1Y | +11.9% | -52.2% | +64.1% | +36.2% |
| 3Y | +201.8% | -48.6% | +250.4% | +241.8% |
| All | +201.8% | -48.7% | +250.5% | +241.8% |
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 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