-60.8%
APTV vs ABCL
-81.3%
+20.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -34.2% | +79.4% | -113.7% | -41.0% |
| 6M | -34.7% | +214.9% | -249.5% | -46.9% |
| YTD | -37.0% | +234.2% | -271.2% | -49.9% |
| 1Y | -40.4% | +174.8% | -215.2% | -51.7% |
| 3Y | -54.1% | +104.5% | -158.6% | -63.2% |
| 5Y | -68.0% | -39.0% | -29.0% | -72.0% |
| All | -60.8% | -81.3% | +20.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling