+21.3%
APTV vs ALM
+7,705.7%
-7,684.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +4.8% | -2.6% | +7.4% | +4.8% |
| 30D | +2.0% | +32.0% | -30.0% | +1.8% |
| 3M | -34.2% | -15.0% | -19.2% | -34.2% |
| 6M | -34.7% | -10.1% | -24.5% | -34.7% |
| YTD | -37.0% | +99.4% | -136.4% | -37.3% |
| 1Y | -40.4% | +316.4% | -356.7% | -41.0% |
| 3Y | -54.1% | +2,022.0% | -2,076.1% | -55.2% |
| 5Y | -68.0% | +941.2% | -1,009.2% | -68.7% |
| 10Y | -15.5% | +2,950.3% | -2,965.9% | -17.9% |
| All | +21.3% | +7,705.7% | -7,684.5% | +14.5% |
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 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