-48.5%
APTV vs ACGL
+33.3%
-81.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | -12.3% | +12.8% | -25.1% | -13.6% |
| 3M | -19.9% | +12.3% | -32.2% | -21.1% |
| 6M | -29.4% | +15.8% | -45.2% | -30.6% |
| YTD | -49.0% | +13.9% | -62.9% | -49.8% |
| 1Y | -53.1% | +19.0% | -72.1% | -54.3% |
| All | -48.5% | +33.3% | -81.9% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling