-48.6%
APTV vs ALC
+20.4%
-69.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | -1.2% | -5.3% | +4.1% | +1.8% |
| 30D | -10.6% | -7.1% | -3.6% | -7.0% |
| 3M | -35.0% | +0.8% | -35.8% | -35.6% |
| 6M | -38.9% | -16.0% | -22.9% | -33.7% |
| YTD | -41.5% | -12.7% | -28.8% | -38.2% |
| 1Y | -45.8% | -12.8% | -33.0% | -42.9% |
| 3Y | -55.7% | -15.8% | -39.9% | -54.0% |
| 5Y | -70.1% | -16.7% | -53.5% | -69.4% |
| All | -48.6% | +20.4% | -69.0% | -57.4% |
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