-52.1%
APTV vs ACM
-45.8%
-6.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -4.3% | +6.6% | -10.9% | -5.8% |
| 30D | -9.7% | +19.8% | -29.4% | -13.5% |
| 3M | -20.6% | -3.1% | -17.4% | -20.5% |
| 6M | -31.7% | -11.5% | -20.2% | -30.5% |
| YTD | -48.0% | -24.7% | -23.3% | -45.2% |
| 1Y | -52.1% | -45.1% | -7.0% | -44.6% |
| All | -52.1% | -45.8% | -6.3% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling