-99.2%
AMC vs APTV
-77.5%
-21.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +3.5% | -1.7% | +5.3% | +4.6% |
| 30D | +12.5% | -11.6% | +24.0% | +20.5% |
| 3M | +23.6% | -21.2% | +44.8% | +40.0% |
| 6M | +144.4% | -28.5% | +172.9% | +182.9% |
| YTD | +108.3% | -49.1% | +157.4% | +187.4% |
| 1Y | +38.9% | -52.2% | +91.1% | +99.6% |
| 3Y | -58.9% | -48.6% | -10.2% | -48.7% |
| All | -99.2% | -77.5% | -21.8% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling