-15.4%
APTV vs ALLY
+98.1%
-113.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.5% |
| 7D | -10.2% | +0.9% | -11.1% | -10.6% |
| 30D | -10.8% | +3.1% | -13.9% | -12.3% |
| 3M | -14.8% | -12.6% | -2.3% | -8.3% |
| 6M | -30.6% | -12.4% | -18.1% | -25.8% |
| YTD | -48.2% | -13.2% | -35.0% | -44.6% |
| 1Y | -52.0% | +1.8% | -53.8% | -53.1% |
| 3Y | -47.0% | +58.0% | -105.0% | -61.2% |
| 5Y | -77.5% | -8.4% | -69.0% | -78.4% |
| 10Y | -27.0% | +195.3% | -222.2% | -65.5% |
| All | -15.4% | +98.1% | -113.5% | -55.0% |
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