-99.4%
AMC vs APTV
-67.9%
-31.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.3% | +2.6% |
| 7D | +2.3% | +4.8% | -2.5% | -0.4% |
| 30D | -0.7% | +2.0% | -2.7% | -2.3% |
| 3M | +35.2% | -34.2% | +69.4% | +68.6% |
| 6M | +124.6% | -34.7% | +159.2% | +173.5% |
| YTD | +69.9% | -37.0% | +106.9% | +108.9% |
| 1Y | -2.6% | -40.4% | +37.8% | +23.8% |
| 3Y | -79.8% | -54.1% | -25.7% | -70.0% |
| All | -99.4% | -67.9% | -31.6% | -98.9% |
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