-48.5%
APTV vs ABCL
+189.1%
-237.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.2% |
| 7D | -5.0% | +4.4% | -9.4% | -5.5% |
| 30D | -12.3% | -7.9% | -4.5% | -11.8% |
| 3M | -19.9% | +12.2% | -32.2% | -22.0% |
| 6M | -29.4% | +134.7% | -164.1% | -39.7% |
| YTD | -49.0% | +239.8% | -288.8% | -59.7% |
| 1Y | -53.1% | +192.7% | -245.8% | -62.1% |
| All | -48.5% | +189.1% | -237.6% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling