-71.3%
AMC vs APTV
-49.5%
-21.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.9% |
| 7D | +2.6% | -10.2% | +12.8% | +5.7% |
| 30D | +9.0% | -10.8% | +19.8% | +12.5% |
| 3M | +22.2% | -14.8% | +37.0% | +27.1% |
| 6M | +91.5% | -30.6% | +122.0% | +107.8% |
| YTD | +101.3% | -48.2% | +149.4% | +134.9% |
| 1Y | +20.8% | -52.0% | +72.7% | +44.2% |
| 3Y | -71.3% | -47.0% | -24.3% | -66.5% |
| All | -71.3% | -49.5% | -21.8% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling