-17.4%
ALB vs APTV
-53.2%
+35.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.8% | -1.7% | -4.0% | -5.5% |
| 30D | -4.5% | -11.6% | +7.1% | -2.6% |
| 3M | -28.1% | -21.2% | -6.9% | -25.3% |
| 6M | -53.2% | -28.5% | -24.7% | -50.6% |
| YTD | -33.3% | -49.1% | +15.8% | -23.1% |
| 1Y | -17.4% | -52.2% | +34.8% | -2.5% |
| All | -17.4% | -53.2% | +35.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling