-28.3%
APTV vs ALLY
+174.3%
-202.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.7% | +0.4% | -2.1% | -2.0% |
| 30D | -11.6% | +5.2% | -16.8% | -14.1% |
| 3M | -21.2% | -13.3% | -7.9% | -14.5% |
| 6M | -28.5% | -6.7% | -21.9% | -26.3% |
| YTD | -49.1% | -12.8% | -36.2% | -45.6% |
| 1Y | -52.2% | +0.7% | -52.9% | -53.1% |
| 3Y | -48.6% | +65.2% | -113.8% | -63.8% |
| 5Y | -77.3% | -10.1% | -67.1% | -77.9% |
| All | -28.3% | +174.3% | -202.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling