-53.5%
APTV vs ABCL
+104.5%
-158.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +2.0% | +93.1% | -91.1% | -7.3% |
| 3M | -34.2% | +79.4% | -113.7% | -40.4% |
| 6M | -34.7% | +214.9% | -249.5% | -46.3% |
| YTD | -37.0% | +234.2% | -271.2% | -49.4% |
| 1Y | -40.4% | +174.8% | -215.2% | -51.3% |
| All | -53.5% | +104.5% | -158.0% | -62.8% |
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 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