+179.6%
APTV vs AJG
+988.7%
-809.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.9% |
| 7D | -1.8% | -8.5% | +6.7% | +3.8% |
| 30D | -7.9% | -3.8% | -4.2% | -5.9% |
| 3M | -29.9% | +10.8% | -40.7% | -35.5% |
| 6M | -36.6% | +15.6% | -52.2% | -44.1% |
| YTD | -40.0% | -5.1% | -34.8% | -40.2% |
| 1Y | -44.0% | -16.0% | -28.0% | -39.6% |
| 3Y | -54.5% | +9.7% | -64.3% | -62.7% |
| 5Y | -68.8% | +77.8% | -146.6% | -83.4% |
| 10Y | -16.9% | +478.2% | -495.2% | -82.3% |
| All | +179.6% | +988.7% | -809.0% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling