-44.6%
APTV vs ALC
+24.0%
-68.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +4.3% |
| 7D | +4.8% | -2.1% | +6.9% | +6.0% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | -34.2% | +5.9% | -40.1% | -36.6% |
| 6M | -34.7% | -15.9% | -18.7% | -29.1% |
| YTD | -37.0% | -10.1% | -26.9% | -34.5% |
| 1Y | -40.4% | -10.2% | -30.2% | -38.3% |
| 3Y | -54.1% | -13.6% | -40.6% | -53.1% |
| 5Y | -68.0% | -15.1% | -52.9% | -67.6% |
| All | -44.6% | +24.0% | -68.6% | -54.9% |
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