+369.9%
AMT vs APTV
+138.4%
+231.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.2% | -5.0% | +2.8% | -1.4% |
| 30D | +5.8% | -12.3% | +18.1% | +7.9% |
| 3M | +12.6% | -19.9% | +32.5% | +16.3% |
| 6M | +8.3% | -29.4% | +37.7% | +12.8% |
| YTD | +11.4% | -49.0% | +60.4% | +22.0% |
| 1Y | +7.7% | -53.1% | +60.8% | +19.6% |
| 3Y | +14.8% | -48.9% | +63.7% | +22.3% |
| 5Y | -18.0% | -77.2% | +59.3% | -0.7% |
| 10Y | +133.0% | -26.8% | +159.7% | +104.3% |
| All | +369.9% | +138.4% | +231.5% | +208.1% |
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 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