-62.6%
APTV vs ABCL
-81.2%
+18.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +2.0% | +1.4% | +0.5% | +1.8% |
| 30D | -7.7% | +65.1% | -72.8% | -15.1% |
| 3M | -34.0% | +111.1% | -145.1% | -42.3% |
| 6M | -37.1% | +231.6% | -268.7% | -49.3% |
| YTD | -39.9% | +234.5% | -274.4% | -52.2% |
| 1Y | -44.4% | +174.3% | -218.8% | -55.0% |
| 3Y | -54.5% | +111.5% | -165.9% | -63.7% |
| 5Y | -69.1% | -37.3% | -31.8% | -73.0% |
| All | -62.6% | -81.2% | +18.7% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling