+193.5%
APTV vs ALK
+183.3%
+10.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +2.0% | -19.2% | +21.2% | +11.3% |
| 3M | -34.2% | -1.5% | -32.7% | -35.1% |
| 6M | -34.7% | -13.1% | -21.6% | -33.2% |
| YTD | -37.0% | -16.4% | -20.6% | -34.9% |
| 1Y | -40.4% | -33.1% | -7.3% | -32.7% |
| 3Y | -54.1% | +0.6% | -54.7% | -59.8% |
| 5Y | -68.0% | -26.4% | -41.6% | -68.0% |
| 10Y | -15.5% | -34.2% | +18.6% | -22.6% |
| All | +193.5% | +183.3% | +10.1% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling