-55.3%
APTV vs ALC
+30.4%
-85.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.9% |
| 7D | -1.7% | -1.1% | -0.7% | -1.2% |
| 30D | -11.6% | +16.0% | -27.6% | -18.5% |
| 3M | -21.2% | +0.8% | -22.0% | -21.8% |
| 6M | -28.5% | +16.8% | -45.4% | -35.2% |
| YTD | -49.1% | -5.5% | -43.6% | -48.7% |
| 1Y | -52.2% | -5.3% | -46.9% | -51.9% |
| 3Y | -48.6% | +4.1% | -52.7% | -53.4% |
| 5Y | -77.3% | -7.1% | -70.2% | -78.1% |
| All | -55.3% | +30.4% | -85.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling