+371.4%
AMT vs APTV
+143.1%
+228.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +1.6% | -4.3% | +5.9% | +2.3% |
| 30D | +4.5% | -9.7% | +14.1% | +6.1% |
| 3M | +13.8% | -20.6% | +34.3% | +17.8% |
| 6M | +10.0% | -31.7% | +41.8% | +15.3% |
| YTD | +11.8% | -48.0% | +59.7% | +22.0% |
| 1Y | +10.2% | -52.1% | +62.3% | +22.0% |
| 3Y | +15.1% | -47.9% | +63.0% | +22.3% |
| 5Y | -18.8% | -76.9% | +58.1% | -1.9% |
| 10Y | +133.7% | -26.7% | +160.4% | +105.3% |
| All | +371.4% | +143.1% | +228.3% | +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