-46.5%
APTV vs ALM
+44.8%
-91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.5% | +4.6% |
| 7D | -1.9% | -6.4% | +4.5% | -1.5% |
| 30D | -1.4% | -35.0% | +33.5% | +1.0% |
| 3M | -9.3% | -33.8% | +24.5% | -7.8% |
| 6M | -27.3% | -55.0% | +27.7% | -24.6% |
| YTD | -43.1% | -0.2% | -42.9% | -43.6% |
| 1Y | -46.5% | +41.8% | -88.3% | -48.5% |
| All | -46.5% | +44.8% | -91.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling