-19.1%
APTV vs ALM
+3,082.3%
-3,101.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -2.5% |
| 7D | -1.2% | +3.6% | -4.8% | -1.4% |
| 30D | -10.6% | +33.8% | -44.4% | -12.1% |
| 3M | -35.0% | +14.8% | -49.8% | -35.8% |
| 6M | -38.9% | -7.0% | -31.9% | -39.3% |
| YTD | -41.5% | +108.1% | -149.6% | -44.3% |
| 1Y | -45.8% | +313.8% | -359.6% | -50.5% |
| 3Y | -55.7% | +2,227.6% | -2,283.3% | -64.0% |
| 5Y | -70.1% | +956.6% | -1,026.7% | -75.1% |
| 10Y | -19.1% | +3,082.3% | -3,101.4% | -28.0% |
| All | -19.1% | +3,082.3% | -3,101.4% | -28.0% |
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