+193.5%
APTV vs ACM
+230.9%
-37.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.3% |
| 7D | +4.8% | -3.7% | +8.6% | +7.2% |
| 30D | +2.0% | -11.1% | +13.1% | +8.3% |
| 3M | -34.2% | -8.0% | -26.3% | -31.9% |
| 6M | -34.7% | -29.7% | -5.0% | -21.3% |
| YTD | -37.0% | -29.4% | -7.6% | -25.2% |
| 1Y | -40.4% | -46.4% | +6.0% | -16.8% |
| 3Y | -54.1% | -22.3% | -31.8% | -49.5% |
| 5Y | -68.0% | +4.5% | -72.5% | -70.4% |
| 10Y | -15.5% | +127.6% | -143.2% | -49.1% |
| All | +193.5% | +230.9% | -37.5% | +48.2% |
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 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