+7.0%
AMT vs APTV
-52.5%
+59.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.2% |
| 7D | -0.2% | +4.8% | -5.0% | -0.4% |
| 30D | +4.6% | +2.0% | +2.6% | +4.5% |
| 3M | -8.4% | -34.2% | +25.8% | -6.9% |
| 6M | -6.0% | -34.7% | +28.6% | -4.6% |
| YTD | +2.1% | -37.0% | +39.1% | +3.7% |
| 1Y | -6.4% | -40.4% | +34.0% | -4.6% |
| All | +7.0% | -52.5% | +59.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling