-44.3%
APTV vs ALC
-13.1%
-31.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -4.3% |
| 7D | +2.0% | -3.7% | +5.6% | +2.6% |
| 30D | -7.7% | -3.7% | -4.0% | -7.1% |
| 3M | -34.0% | +4.6% | -38.6% | -34.4% |
| 6M | -37.1% | -14.6% | -22.5% | -34.2% |
| YTD | -39.9% | -11.9% | -28.0% | -38.2% |
| All | -44.3% | -13.1% | -31.2% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling