-0.3%
APTV vs ALM
+3,525.2%
-3,525.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -8.9% | -7.2% | -1.7% | -8.9% |
| 30D | -9.5% | -26.4% | +16.8% | -9.3% |
| 3M | -20.6% | -38.6% | +18.0% | -20.4% |
| 6M | -28.9% | -61.0% | +32.1% | -28.5% |
| YTD | -48.2% | -7.4% | -40.8% | -48.3% |
| 1Y | -51.7% | +14.0% | -65.7% | -51.8% |
| 3Y | -48.1% | +844.4% | -892.5% | -49.0% |
| 5Y | -76.7% | +410.8% | -487.5% | -77.1% |
| 10Y | -25.6% | +2,084.7% | -2,110.4% | -27.5% |
| All | -0.3% | +3,525.2% | -3,525.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling