-40.4%
APTV vs ALLE
-5.8%
-34.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.7% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +2.0% | -6.8% | +8.8% | +4.7% |
| 3M | -34.2% | +21.0% | -55.3% | -40.8% |
| 6M | -34.7% | +1.1% | -35.8% | -35.0% |
| YTD | -37.0% | -0.5% | -36.4% | -38.0% |
| 1Y | -40.4% | -7.3% | -33.1% | -39.0% |
| All | -40.4% | -5.8% | -34.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling