+248.5%
ALAB vs APTV
-49.3%
+297.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -7.5% | -4.3% | -3.2% | -5.2% |
| 30D | -36.8% | -9.7% | -27.2% | -33.7% |
| 3M | -31.9% | -20.6% | -11.3% | -24.2% |
| 6M | +8.2% | -31.7% | +39.9% | +27.6% |
| YTD | +29.9% | -48.0% | +77.9% | +74.3% |
| 1Y | +24.4% | -52.1% | +76.5% | +74.7% |
| All | +248.5% | -49.3% | +297.8% | +304.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling