-35.3%
APTV vs ACI
+25.9%
-61.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +2.0% | +5.9% | -3.9% | +1.3% |
| 3M | -34.2% | -19.8% | -14.5% | -32.6% |
| 6M | -34.7% | -24.7% | -9.9% | -32.7% |
| YTD | -37.0% | -24.4% | -12.6% | -35.2% |
| 1Y | -40.4% | -31.5% | -8.9% | -37.9% |
| 3Y | -54.1% | -38.7% | -15.4% | -51.8% |
| 5Y | -68.0% | -42.8% | -25.2% | -66.8% |
| All | -35.3% | +25.9% | -61.2% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling