-68.8%
APTV vs AGI
+389.6%
-458.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.1% |
| 7D | -1.8% | -5.3% | +3.5% | -1.1% |
| 30D | -7.9% | +6.8% | -14.7% | -8.9% |
| 3M | -29.9% | +8.3% | -38.2% | -31.0% |
| 6M | -36.6% | -29.2% | -7.4% | -34.2% |
| YTD | -40.0% | -7.3% | -32.7% | -40.2% |
| 1Y | -44.0% | +8.0% | -52.0% | -45.6% |
| 3Y | -54.5% | +206.6% | -261.1% | -64.1% |
| 5Y | -68.8% | +398.1% | -466.9% | -78.1% |
| All | -68.8% | +389.6% | -458.4% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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