+116.2%
APTV vs AMCR
+102.7%
+13.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.0% | -3.1% | -32.9% | -34.5% |
| 7D | -36.0% | -3.1% | -32.9% | -34.5% |
| 30D | -36.0% | -3.1% | -32.9% | -34.5% |
| 3M | -36.0% | -3.1% | -32.9% | -34.5% |
| 6M | -36.0% | -3.1% | -32.9% | -34.5% |
| YTD | -39.9% | +11.1% | -51.0% | -42.5% |
| 1Y | -44.4% | +14.4% | -58.9% | -47.6% |
| 3Y | -54.5% | +13.0% | -67.5% | -57.4% |
| 5Y | -69.1% | -7.5% | -61.6% | -68.1% |
| 10Y | -20.0% | +20.1% | -40.1% | -29.4% |
| All | +116.2% | +102.7% | +13.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling