-9.2%
AG vs APTV
+138.1%
-147.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -10.0% | -1.7% | -8.2% | -9.5% |
| 30D | -10.5% | -11.6% | +1.1% | -7.5% |
| 3M | -27.3% | -21.2% | -6.1% | -22.7% |
| 6M | -43.0% | -28.5% | -14.5% | -38.3% |
| YTD | -17.9% | -49.1% | +31.2% | -3.9% |
| 1Y | +11.9% | -52.2% | +64.1% | +33.1% |
| 3Y | +201.8% | -48.6% | +250.4% | +243.8% |
| 5Y | -0.1% | -77.3% | +77.2% | +33.0% |
| 10Y | +72.7% | -26.9% | +99.6% | +69.6% |
| All | -9.2% | +138.1% | -147.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling