+172.4%
APTV vs IFF
+122.1%
+50.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -1.8% |
| 7D | -1.2% | -3.0% | +1.9% | +0.5% |
| 30D | -10.6% | -0.9% | -9.7% | -10.3% |
| 3M | -35.0% | +11.8% | -46.8% | -39.3% |
| 6M | -38.9% | +16.5% | -55.4% | -45.0% |
| YTD | -41.5% | +26.5% | -68.0% | -50.0% |
| 1Y | -45.8% | +32.7% | -78.5% | -55.2% |
| 3Y | -55.7% | +32.0% | -87.7% | -64.0% |
| 5Y | -70.1% | -36.1% | -34.0% | -64.2% |
| 10Y | -19.1% | -20.1% | +1.0% | -20.1% |
| All | +172.4% | +122.1% | +50.4% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling