-55.4%
APTV vs IAG
+817.0%
-872.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.9% |
| 7D | -1.2% | +1.7% | -2.8% | -1.3% |
| 30D | -10.6% | +11.4% | -22.1% | -11.6% |
| 3M | -35.0% | +33.0% | -68.0% | -36.9% |
| 6M | -38.9% | -6.0% | -32.9% | -39.4% |
| YTD | -41.5% | +24.6% | -66.1% | -43.2% |
| 1Y | -45.8% | +105.0% | -150.8% | -49.2% |
| All | -55.4% | +817.0% | -872.4% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling