-28.3%
APTV vs ACM
+132.6%
-160.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.5% |
| 7D | -1.7% | +5.6% | -7.4% | -5.6% |
| 30D | -11.6% | +20.8% | -32.4% | -22.8% |
| 3M | -21.2% | +11.4% | -32.6% | -27.6% |
| 6M | -28.5% | +0.9% | -29.5% | -30.8% |
| YTD | -49.1% | -24.8% | -24.3% | -40.5% |
| 1Y | -52.2% | -46.4% | -5.8% | -28.0% |
| 3Y | -48.6% | -9.2% | -39.4% | -49.9% |
| 5Y | -77.3% | +5.0% | -82.3% | -80.2% |
| All | -28.3% | +132.6% | -160.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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