-69.1%
APTV vs ALC
-15.6%
-53.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -3.6% |
| 7D | +2.0% | -3.7% | +5.6% | +3.9% |
| 30D | -7.7% | -3.7% | -4.0% | -6.0% |
| 3M | -34.0% | +4.6% | -38.6% | -35.8% |
| 6M | -37.1% | -14.6% | -22.5% | -32.5% |
| YTD | -39.9% | -11.9% | -28.0% | -36.9% |
| 1Y | -44.4% | -13.1% | -31.3% | -41.4% |
| 3Y | -54.5% | -15.0% | -39.5% | -53.3% |
| 5Y | -69.1% | -16.2% | -52.9% | -69.2% |
| All | -69.1% | -15.6% | -53.5% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling