-32.3%
AMT vs APTV
-69.4%
+37.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.5% |
| 7D | -0.2% | +2.0% | -2.1% | -0.4% |
| 30D | +1.8% | -7.7% | +9.6% | +2.7% |
| 3M | -6.2% | -34.0% | +27.8% | -1.8% |
| 6M | -5.0% | -37.1% | +32.1% | -0.4% |
| YTD | +2.1% | -39.9% | +42.0% | +7.4% |
| 1Y | -5.7% | -44.4% | +38.7% | +0.2% |
| 3Y | +7.9% | -54.5% | +62.4% | +17.8% |
| 5Y | -32.3% | -69.1% | +36.8% | -24.2% |
| All | -32.3% | -69.4% | +37.1% | -24.2% |
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 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