-44.4%
APTV vs ACGL
+2.4%
-46.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -5.0% |
| 7D | +2.0% | -2.9% | +4.9% | +1.5% |
| 30D | -7.7% | -2.8% | -4.9% | -8.1% |
| 3M | -34.0% | +6.8% | -40.8% | -32.6% |
| 6M | -37.1% | -1.5% | -35.6% | -35.9% |
| YTD | -39.9% | -0.2% | -39.7% | -39.0% |
| 1Y | -44.4% | +5.3% | -49.7% | -43.6% |
| All | -44.4% | +2.4% | -46.8% | -43.6% |
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