-46.5%
APTV vs ABCL
+138.2%
-184.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | -1.9% | -10.0% | +8.1% | -1.5% |
| 30D | -1.4% | -10.9% | +9.4% | -1.0% |
| 3M | -9.3% | +101.6% | -111.0% | -13.4% |
| 6M | -27.3% | +167.5% | -194.9% | -34.0% |
| YTD | -43.1% | +259.1% | -302.2% | -51.0% |
| 1Y | -46.5% | +152.2% | -198.6% | -52.8% |
| All | -46.5% | +138.2% | -184.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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