-77.2%
APTV vs ACGL
+159.2%
-236.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.3% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -10.8% | +13.7% | -24.5% | -15.0% |
| 3M | -14.8% | +8.0% | -22.9% | -17.3% |
| 6M | -30.6% | +13.3% | -43.8% | -34.2% |
| YTD | -48.2% | +11.8% | -60.0% | -50.9% |
| 1Y | -52.0% | +22.2% | -74.2% | -56.3% |
| 3Y | -47.0% | +32.5% | -79.5% | -55.1% |
| All | -77.2% | +159.2% | -236.5% | -88.9% |
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 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