-25.1%
APTV vs ALK
-37.5%
+12.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -2.0% |
| 7D | -9.8% | +8.9% | -18.7% | -13.2% |
| 30D | -8.9% | +5.9% | -14.8% | -11.6% |
| 3M | -19.5% | -16.5% | -2.9% | -13.5% |
| 6M | -31.1% | +2.1% | -33.2% | -34.0% |
| YTD | -47.5% | -17.1% | -30.5% | -45.9% |
| 1Y | -52.3% | -2.9% | -49.4% | -54.6% |
| 3Y | -45.2% | +24.5% | -69.7% | -57.9% |
| 5Y | -76.9% | -29.1% | -47.7% | -76.6% |
| 10Y | -25.1% | -39.1% | +14.0% | -35.0% |
| All | -25.1% | -37.5% | +12.4% | -35.0% |
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