-69.1%
APTV vs ACM
+4.8%
-73.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.1% |
| 7D | +2.0% | -0.3% | +2.2% | +2.2% |
| 30D | -7.7% | -12.9% | +5.2% | -0.2% |
| 3M | -34.0% | -6.4% | -27.6% | -32.3% |
| 6M | -37.1% | -29.2% | -7.9% | -22.7% |
| YTD | -39.9% | -29.9% | -10.0% | -26.8% |
| 1Y | -44.4% | -47.3% | +2.8% | -16.5% |
| 3Y | -54.5% | -19.6% | -34.9% | -53.3% |
| 5Y | -69.1% | +5.5% | -74.6% | -74.9% |
| All | -69.1% | +4.8% | -73.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling