-25.1%
APTV vs ACGL
+332.3%
-357.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -9.8% | -1.1% | -8.7% | -9.1% |
| 30D | -8.9% | +13.1% | -22.0% | -14.9% |
| 3M | -19.5% | +9.8% | -29.2% | -23.6% |
| 6M | -31.1% | +15.3% | -46.4% | -37.1% |
| YTD | -47.5% | +12.7% | -60.3% | -51.8% |
| 1Y | -52.3% | +20.7% | -73.0% | -57.9% |
| 3Y | -45.2% | +34.3% | -79.5% | -56.6% |
| 5Y | -76.9% | +170.6% | -247.5% | -88.8% |
| 10Y | -25.1% | +330.6% | -355.7% | -72.1% |
| All | -25.1% | +332.3% | -357.4% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling