-26.7%
APTV vs ACM
+133.7%
-160.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | -4.3% | +6.6% | -10.9% | -8.4% |
| 30D | -9.7% | +19.8% | -29.4% | -20.4% |
| 3M | -20.6% | -3.1% | -17.4% | -20.0% |
| 6M | -31.7% | -11.5% | -20.2% | -27.9% |
| YTD | -48.0% | -24.7% | -23.3% | -39.4% |
| 1Y | -52.1% | -45.1% | -7.0% | -29.8% |
| 3Y | -47.9% | -8.9% | -39.0% | -49.2% |
| 5Y | -76.9% | +5.4% | -82.3% | -79.8% |
| 10Y | -26.7% | +131.1% | -157.8% | -64.2% |
| All | -26.7% | +133.7% | -160.4% | -64.2% |
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