-69.3%
APTV vs IFF
-35.8%
-33.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.0% | -3.2% | -1.9% | -3.5% |
| 30D | -6.1% | -0.3% | -5.8% | -6.0% |
| 3M | -33.0% | +8.4% | -41.4% | -36.0% |
| 6M | -35.2% | +23.0% | -58.3% | -42.7% |
| YTD | -40.1% | +25.5% | -65.6% | -47.9% |
| 1Y | -45.6% | +29.1% | -74.7% | -53.5% |
| 3Y | -54.4% | +31.7% | -86.0% | -62.0% |
| All | -69.3% | -35.8% | -33.5% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling