-53.9%
APTV vs ALC
+32.2%
-86.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -9.8% | +2.1% | -11.8% | -10.7% |
| 30D | -8.9% | +17.2% | -26.1% | -16.5% |
| 3M | -19.5% | +4.6% | -24.1% | -21.7% |
| 6M | -31.1% | +20.1% | -51.2% | -38.5% |
| YTD | -47.5% | -4.2% | -43.4% | -47.5% |
| 1Y | -52.3% | +2.1% | -54.4% | -54.1% |
| 3Y | -45.2% | +4.5% | -49.7% | -50.3% |
| 5Y | -76.9% | -12.3% | -64.5% | -76.9% |
| All | -53.9% | +32.2% | -86.1% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling