+142.2%
APTV vs ACM
+252.9%
-110.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -4.3% | +6.6% | -10.9% | -7.8% |
| 30D | -9.7% | +19.8% | -29.4% | -18.9% |
| 3M | -20.6% | -3.1% | -17.4% | -20.0% |
| 6M | -31.7% | -11.5% | -20.2% | -28.4% |
| YTD | -48.0% | -24.7% | -23.3% | -40.7% |
| 1Y | -52.1% | -45.1% | -7.0% | -34.0% |
| 3Y | -47.9% | -8.9% | -39.0% | -48.1% |
| 5Y | -76.9% | +5.4% | -82.3% | -78.7% |
| 10Y | -26.7% | +131.1% | -157.8% | -56.6% |
| All | +142.2% | +252.9% | -110.7% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling