-98.7%
AMC vs APTV
-26.5%
-72.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -2.8% | -8.9% | +6.1% | +2.2% |
| 30D | +14.0% | -9.5% | +23.5% | +20.2% |
| 3M | +42.5% | -20.6% | +63.1% | +59.4% |
| 6M | +142.6% | -28.9% | +171.4% | +180.4% |
| YTD | +119.2% | -48.2% | +167.4% | +193.0% |
| 1Y | +40.7% | -51.7% | +92.4% | +95.7% |
| 3Y | -57.3% | -48.1% | -9.2% | -46.8% |
| 5Y | -99.1% | -76.7% | -22.5% | -98.3% |
| 10Y | -98.7% | -25.6% | -73.1% | -98.7% |
| All | -98.7% | -26.5% | -72.2% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling