-47.9%
APTV vs ALM
+830.0%
-877.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.4% | -0.4% |
| 7D | -4.3% | -6.3% | +2.0% | -3.9% |
| 30D | -9.7% | -31.4% | +21.8% | -7.8% |
| 3M | -20.6% | -40.6% | +20.0% | -18.6% |
| 6M | -31.7% | -58.6% | +26.9% | -28.9% |
| 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% | -59.5% |
| All | -47.9% | +830.0% | -877.9% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling