-46.5%
APTV vs AJG
+19.3%
-65.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.8% | +4.7% |
| 7D | -1.9% | +10.7% | -12.6% | -1.6% |
| 30D | -1.4% | +26.9% | -28.3% | -0.5% |
| 3M | -9.3% | +16.6% | -25.9% | -8.9% |
| 6M | -27.3% | +40.1% | -67.5% | -25.0% |
| YTD | -43.1% | +12.4% | -55.6% | -40.8% |
| 1Y | -46.5% | +15.9% | -62.4% | -44.6% |
| All | -46.5% | +19.3% | -65.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling