-69.1%
APTV vs ALM
+1,033.0%
-1,102.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.5% | -5.2% |
| 7D | +2.0% | +8.4% | -6.5% | +1.4% |
| 30D | -7.7% | +34.8% | -42.5% | -9.7% |
| 3M | -34.0% | +16.2% | -50.2% | -35.0% |
| 6M | -37.1% | +2.1% | -39.2% | -38.0% |
| YTD | -39.9% | +117.0% | -156.9% | -43.9% |
| 1Y | -44.4% | +313.9% | -358.3% | -50.9% |
| 3Y | -54.5% | +2,327.9% | -2,382.4% | -67.0% |
| 5Y | -69.1% | +1,040.6% | -1,109.8% | -75.8% |
| All | -69.1% | +1,033.0% | -1,102.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling