+193.5%
APTV vs ACGL
+751.0%
-557.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +4.0% |
| 7D | +4.8% | -0.7% | +5.6% | +5.2% |
| 30D | +2.0% | -1.0% | +3.0% | +2.4% |
| 3M | -34.2% | +11.0% | -45.3% | -38.5% |
| 6M | -34.7% | -0.3% | -34.3% | -35.4% |
| YTD | -37.0% | +2.3% | -39.3% | -38.9% |
| 1Y | -40.4% | +6.4% | -46.8% | -43.8% |
| 3Y | -54.1% | +34.0% | -88.1% | -63.9% |
| 5Y | -68.0% | +161.6% | -229.7% | -84.1% |
| 10Y | -15.5% | +278.6% | -294.1% | -66.2% |
| All | +193.5% | +751.0% | -557.5% | -21.1% |
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