-44.4%
APTV vs ALLE
-8.3%
-36.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +2.0% | +2.8% | -0.8% | +0.9% |
| 30D | -7.7% | -7.6% | -0.1% | -5.0% |
| 3M | -34.0% | +22.8% | -56.8% | -41.1% |
| 6M | -37.1% | +4.6% | -41.7% | -38.7% |
| YTD | -39.9% | -1.2% | -38.7% | -40.7% |
| 1Y | -44.4% | -9.1% | -35.3% | -42.6% |
| All | -44.4% | -8.3% | -36.1% | -42.6% |
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