+56.2%
AG vs APTV
-69.3%
+125.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -6.7% | -5.0% | -1.7% | -5.3% |
| 30D | +2.2% | -6.1% | +8.2% | +4.0% |
| 3M | +15.7% | -33.0% | +48.7% | +29.9% |
| 6M | -23.8% | -35.2% | +11.4% | -14.1% |
| YTD | +17.6% | -40.1% | +57.8% | +35.5% |
| 1Y | +88.6% | -45.6% | +134.2% | +123.5% |
| 3Y | +253.4% | -54.4% | +307.8% | +330.9% |
| All | +56.2% | -69.3% | +125.5% | +88.7% |
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 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