-77.5%
APTV vs ALK
-31.3%
-46.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -1.7% | -1.2% | -0.6% | -1.4% |
| 30D | -11.6% | +7.7% | -19.3% | -14.6% |
| 3M | -21.2% | -19.0% | -2.2% | -14.5% |
| 6M | -28.5% | -0.2% | -28.3% | -31.0% |
| YTD | -49.1% | -23.5% | -25.6% | -45.7% |
| 1Y | -52.2% | -9.1% | -43.1% | -53.4% |
| 3Y | -48.6% | +12.0% | -60.7% | -61.5% |
| All | -77.5% | -31.3% | -46.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling