-46.5%
APTV vs IFF
+44.8%
-91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +6.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.0% |
| 30D | -1.4% | +5.3% | -6.7% | -3.3% |
| 3M | -9.3% | +8.9% | -18.2% | -12.2% |
| 6M | -27.3% | +26.3% | -53.7% | -33.8% |
| YTD | -43.1% | +32.2% | -75.3% | -49.5% |
| 1Y | -46.5% | +45.8% | -92.2% | -54.7% |
| All | -46.5% | +44.8% | -91.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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