+40.2%
AMC vs APTV
-46.4%
+86.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +6.4% |
| 7D | +17.7% | -1.9% | +19.6% | +18.0% |
| 30D | +26.2% | -1.4% | +27.6% | +26.4% |
| 3M | +31.3% | -9.3% | +40.7% | +33.5% |
| 6M | +142.8% | -27.3% | +170.1% | +152.2% |
| YTD | +125.6% | -43.1% | +168.8% | +140.3% |
| 1Y | +40.2% | -46.5% | +86.7% | +55.2% |
| All | +40.2% | -46.4% | +86.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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