-40.4%
APTV vs AJG
-12.9%
-27.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +2.9% |
| 7D | +4.8% | -1.8% | +6.6% | +4.6% |
| 30D | +2.0% | +4.6% | -2.6% | +2.5% |
| 3M | -34.2% | +24.9% | -59.2% | -32.6% |
| 6M | -34.7% | +17.2% | -51.9% | -33.0% |
| YTD | -37.0% | +2.2% | -39.1% | -34.7% |
| 1Y | -40.4% | -11.5% | -28.9% | -36.3% |
| All | -40.4% | -12.9% | -27.5% | -36.3% |
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