-54.5%
APTV vs ACI
-43.5%
-11.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.4% | -4.3% |
| 7D | +2.0% | -2.6% | +4.5% | +2.2% |
| 30D | -7.7% | +1.1% | -8.8% | -7.8% |
| 3M | -34.0% | -23.6% | -10.4% | -31.9% |
| 6M | -37.1% | -29.9% | -7.2% | -34.4% |
| YTD | -39.9% | -26.9% | -13.0% | -38.0% |
| 1Y | -44.4% | -34.2% | -10.2% | -41.6% |
| 3Y | -54.5% | -43.6% | -10.9% | -46.9% |
| All | -54.5% | -43.5% | -11.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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