-46.5%
APTV vs ACGL
+28.7%
-75.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +4.7% |
| 7D | -1.9% | +8.0% | -9.8% | -1.3% |
| 30D | -1.4% | +17.3% | -18.7% | +0.2% |
| 3M | -9.3% | +11.2% | -20.6% | -8.7% |
| 6M | -27.3% | +18.2% | -45.5% | -24.5% |
| YTD | -43.1% | +15.4% | -58.5% | -41.5% |
| 1Y | -46.5% | +26.5% | -73.0% | -48.9% |
| All | -46.5% | +28.7% | -75.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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