+141.4%
APTV vs ACGL
+830.6%
-689.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -1.8% |
| 7D | -10.2% | +0.9% | -11.1% | -10.6% |
| 30D | -10.8% | +13.7% | -24.5% | -16.9% |
| 3M | -14.8% | +8.0% | -22.9% | -18.5% |
| 6M | -30.6% | +13.3% | -43.8% | -36.0% |
| YTD | -48.2% | +11.8% | -60.0% | -52.2% |
| 1Y | -52.0% | +22.2% | -74.2% | -57.9% |
| 3Y | -47.0% | +32.5% | -79.5% | -57.6% |
| 5Y | -77.5% | +160.2% | -237.7% | -88.6% |
| 10Y | -27.0% | +338.5% | -365.5% | -73.0% |
| All | +141.4% | +830.6% | -689.2% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling