-77.2%
APTV vs ALLY
-9.5%
-67.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.6% |
| 7D | -10.2% | +0.9% | -11.1% | -10.5% |
| 30D | -10.8% | +3.1% | -13.9% | -12.2% |
| 3M | -14.8% | -12.6% | -2.3% | -8.6% |
| 6M | -30.6% | -12.4% | -18.1% | -26.0% |
| YTD | -48.2% | -13.2% | -35.0% | -44.8% |
| 1Y | -52.0% | +1.8% | -53.8% | -53.1% |
| 3Y | -47.0% | +58.0% | -105.0% | -60.5% |
| All | -77.2% | -9.5% | -67.7% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling