-46.5%
APTV vs IAG
+56.5%
-103.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.2% | -5.6% | +2.9% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | -1.4% | -5.3% | +3.8% | -0.9% |
| 3M | -9.3% | +18.0% | -27.4% | -12.2% |
| 6M | -27.3% | +7.1% | -34.4% | -28.9% |
| YTD | -43.1% | +5.9% | -49.1% | -45.2% |
| 1Y | -46.5% | +59.4% | -105.9% | -55.1% |
| All | -46.5% | +56.5% | -103.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling