+2.8%
APTV vs ALLY
+124.8%
-122.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +4.8% | +3.7% | +1.1% | +2.7% |
| 30D | +2.0% | -2.3% | +4.3% | +3.2% |
| 3M | -34.2% | +3.8% | -38.1% | -36.0% |
| 6M | -34.7% | +9.7% | -44.4% | -38.7% |
| YTD | -37.0% | -1.4% | -35.6% | -37.3% |
| 1Y | -40.4% | +8.2% | -48.6% | -44.0% |
| 3Y | -54.1% | +66.5% | -120.6% | -67.6% |
| 5Y | -68.0% | +1.2% | -69.2% | -71.1% |
| 10Y | -15.5% | +191.4% | -206.9% | -60.3% |
| All | +2.8% | +124.8% | -122.0% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling