-19.1%
APTV vs ACM
+124.8%
-143.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -0.6% |
| 7D | -1.2% | -3.7% | +2.5% | +1.4% |
| 30D | -10.6% | -12.7% | +2.0% | -3.2% |
| 3M | -35.0% | -9.8% | -25.2% | -31.5% |
| 6M | -38.9% | -31.4% | -7.5% | -23.1% |
| YTD | -41.5% | -32.1% | -9.4% | -27.0% |
| 1Y | -45.8% | -47.8% | +2.0% | -18.9% |
| 3Y | -55.7% | -22.1% | -33.6% | -51.5% |
| 5Y | -70.1% | +1.8% | -71.9% | -73.0% |
| 10Y | -19.1% | +132.5% | -151.6% | -52.2% |
| All | -19.1% | +124.8% | -143.8% | -52.2% |
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