+137.5%
APTV vs IAG
-12.3%
+149.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.2% |
| 7D | -5.0% | -2.1% | -2.9% | -4.9% |
| 30D | -12.3% | -6.2% | -6.1% | -12.1% |
| 3M | -19.9% | -5.1% | -14.8% | -19.9% |
| 6M | -29.4% | -10.0% | -19.4% | -29.2% |
| YTD | -49.0% | +3.9% | -52.9% | -49.6% |
| 1Y | -53.1% | +18.9% | -72.0% | -54.0% |
| 3Y | -48.9% | +651.8% | -700.6% | -55.9% |
| 5Y | -77.2% | +416.3% | -493.5% | -80.6% |
| 10Y | -26.8% | +377.4% | -404.2% | -38.2% |
| All | +137.5% | -12.3% | +149.8% | +138.0% |
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