+193.5%
APTV vs IAG
+4.8%
+188.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.2% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +2.0% | +28.9% | -26.9% | +0.3% |
| 3M | -34.2% | +19.1% | -53.4% | -35.1% |
| 6M | -34.7% | -10.3% | -24.4% | -34.6% |
| YTD | -37.0% | +24.2% | -61.2% | -38.3% |
| 1Y | -40.4% | +116.5% | -156.9% | -43.6% |
| 3Y | -54.1% | +742.8% | -796.9% | -60.7% |
| 5Y | -68.0% | +753.3% | -821.4% | -73.3% |
| 10Y | -15.5% | +403.2% | -418.7% | -29.3% |
| All | +193.5% | +4.8% | +188.7% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling