-26.7%
APTV vs ALM
+2,040.7%
-2,067.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.4% | -0.5% |
| 7D | -4.3% | -6.3% | +2.0% | -4.0% |
| 30D | -9.7% | -31.4% | +21.8% | -8.0% |
| 3M | -20.6% | -40.6% | +20.0% | -18.7% |
| 6M | -31.7% | -58.6% | +26.9% | -29.2% |
| YTD | -48.0% | -7.6% | -40.4% | -48.6% |
| 1Y | -52.1% | +13.8% | -65.9% | -53.3% |
| 3Y | -47.9% | +842.1% | -890.0% | -56.0% |
| 5Y | -76.9% | +407.4% | -484.3% | -80.2% |
| 10Y | -26.7% | +2,079.4% | -2,106.1% | -33.4% |
| All | -26.7% | +2,040.7% | -2,067.4% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling