-36.6%
APTV vs AJG
+12.8%
-49.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.6% |
| 7D | -1.8% | -8.5% | +6.7% | -3.0% |
| 30D | -7.9% | -3.8% | -4.2% | -8.1% |
| 3M | -29.9% | +10.8% | -40.7% | -26.6% |
| 6M | -36.6% | +15.6% | -52.2% | -33.6% |
| All | -36.6% | +12.8% | -49.4% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling