+133.5%
AMT vs APTV
-26.5%
+160.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.4% | -8.9% | +6.5% | -1.1% |
| 30D | +4.2% | -9.5% | +13.7% | +5.6% |
| 3M | +13.4% | -20.6% | +34.0% | +16.8% |
| 6M | +9.4% | -28.9% | +38.3% | +13.2% |
| YTD | +11.7% | -48.2% | +59.9% | +20.6% |
| 1Y | +7.1% | -51.7% | +58.8% | +16.9% |
| 3Y | +15.1% | -48.1% | +63.2% | +21.4% |
| 5Y | -17.9% | -76.7% | +58.8% | -3.5% |
| 10Y | +133.5% | -25.6% | +159.2% | +140.7% |
| All | +133.5% | -26.5% | +160.0% | +140.7% |
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 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