-44.0%
APTV vs IAG
+94.1%
-138.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +3.0% |
| 7D | -1.8% | -4.1% | +2.3% | -1.3% |
| 30D | -7.9% | +10.6% | -18.5% | -9.5% |
| 3M | -29.9% | +35.4% | -65.3% | -33.2% |
| 6M | -36.6% | -9.5% | -27.0% | -37.6% |
| YTD | -40.0% | +21.8% | -61.8% | -42.6% |
| 1Y | -44.0% | +84.1% | -128.2% | -50.3% |
| All | -44.0% | +94.1% | -138.1% | -50.3% |
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