-28.3%
APTV vs AMBA
-0.9%
-27.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.6% |
| 30D | -11.6% | -2.2% | -9.4% | -11.4% |
| 3M | -21.2% | -26.6% | +5.5% | -14.9% |
| 6M | -28.5% | -26.8% | -1.7% | -26.5% |
| YTD | -49.1% | -15.1% | -33.9% | -50.9% |
| 1Y | -52.2% | -32.3% | -19.9% | -51.1% |
| 3Y | -48.6% | +19.8% | -68.4% | -60.1% |
| 5Y | -77.3% | -69.2% | -8.0% | -75.4% |
| All | -28.3% | -0.9% | -27.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling