-68.2%
APTV vs ACGL
+161.8%
-229.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | +4.8% | -0.7% | +5.6% | +5.1% |
| 30D | +2.0% | -1.0% | +3.0% | +2.3% |
| 3M | -34.2% | +11.0% | -45.3% | -37.2% |
| 6M | -34.7% | -0.3% | -34.3% | -35.0% |
| YTD | -37.0% | +2.3% | -39.3% | -38.2% |
| 1Y | -40.4% | +6.4% | -46.8% | -42.8% |
| 3Y | -54.1% | +34.0% | -88.1% | -62.0% |
| All | -68.2% | +161.8% | -229.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling