+144.3%
APTV vs ACM
+250.8%
-106.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | -1.9% |
| 7D | -9.8% | +6.9% | -16.7% | -13.3% |
| 30D | -8.9% | +19.1% | -27.9% | -17.9% |
| 3M | -19.5% | -6.9% | -12.5% | -17.0% |
| 6M | -31.1% | -12.0% | -19.1% | -27.5% |
| YTD | -47.5% | -25.1% | -22.4% | -40.0% |
| 1Y | -52.3% | -45.4% | -6.9% | -34.1% |
| 3Y | -45.2% | -6.9% | -38.3% | -46.1% |
| 5Y | -76.9% | +3.7% | -80.6% | -78.5% |
| 10Y | -25.1% | +135.8% | -160.9% | -55.9% |
| All | +144.3% | +250.8% | -106.6% | +18.8% |
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