+105.4%
AMT vs APTV
-21.3%
+126.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | +1.5% | -1.2% | +2.6% | +1.6% |
| 30D | +3.7% | -10.6% | +14.4% | +5.3% |
| 3M | -7.2% | -35.0% | +27.8% | -1.9% |
| 6M | -4.2% | -38.9% | +34.7% | +1.6% |
| YTD | +1.9% | -41.5% | +43.4% | +8.4% |
| 1Y | -6.4% | -45.8% | +39.4% | +0.6% |
| 3Y | +7.7% | -55.7% | +63.4% | +17.4% |
| 5Y | -30.9% | -70.1% | +39.2% | -21.6% |
| 10Y | +105.4% | -19.1% | +124.5% | +101.2% |
| All | +105.4% | -21.3% | +126.7% | +101.2% |
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