-97.5%
AMC vs APTV
-14.1%
-83.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.7% |
| 7D | +6.6% | -9.8% | +16.4% | +12.2% |
| 30D | +14.1% | -8.9% | +23.0% | +19.6% |
| 3M | +31.3% | -19.5% | +50.7% | +45.2% |
| 6M | +126.7% | -31.1% | +157.8% | +165.3% |
| YTD | +117.9% | -47.5% | +165.5% | +186.4% |
| 1Y | +41.1% | -52.3% | +93.4% | +95.0% |
| 3Y | -61.0% | -45.2% | -15.8% | -53.2% |
| 5Y | -99.1% | -76.9% | -22.3% | -98.4% |
| 10Y | -98.7% | -25.1% | -73.6% | -98.7% |
| All | -97.5% | -14.1% | -83.4% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling