-47.0%
APTV vs ALLE
+88.9%
-135.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.0% |
| 7D | -10.2% | -0.6% | -9.7% | -9.8% |
| 30D | -10.8% | +25.3% | -36.1% | -21.3% |
| 3M | -14.8% | +10.3% | -25.1% | -19.3% |
| 6M | -30.6% | +38.0% | -68.6% | -43.2% |
| YTD | -48.2% | +17.8% | -65.9% | -53.3% |
| 1Y | -52.0% | +13.6% | -65.6% | -55.7% |
| 3Y | -47.0% | +89.2% | -136.2% | -68.1% |
| All | -47.0% | +88.9% | -135.9% | -68.1% |
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