-53.5%
APTV vs ALLE
+42.6%
-96.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +2.0% | -6.8% | +8.8% | +6.1% |
| 3M | -34.2% | +21.0% | -55.3% | -42.4% |
| 6M | -34.7% | +1.1% | -35.8% | -35.7% |
| YTD | -37.0% | -0.5% | -36.4% | -37.8% |
| 1Y | -40.4% | -7.3% | -33.1% | -38.3% |
| All | -53.5% | +42.6% | -96.1% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling