-26.7%
APTV vs ALK
-39.7%
+13.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -4.3% | +12.9% | -17.2% | -9.5% |
| 30D | -9.7% | +5.5% | -15.2% | -12.2% |
| 3M | -20.6% | -12.1% | -8.5% | -16.6% |
| 6M | -31.7% | +1.7% | -33.4% | -34.4% |
| YTD | -48.0% | -17.4% | -30.6% | -46.3% |
| 1Y | -52.1% | -1.9% | -50.1% | -54.6% |
| 3Y | -47.9% | +21.2% | -69.1% | -59.5% |
| 5Y | -76.9% | -27.8% | -49.1% | -76.9% |
| 10Y | -26.7% | -41.0% | +14.3% | -35.4% |
| All | -26.7% | -39.7% | +13.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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