-18.4%
APTV vs AMCR
+14.6%
-33.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.6% |
| 7D | -5.0% | -6.3% | +1.2% | -1.2% |
| 30D | -6.1% | -7.8% | +1.7% | -1.4% |
| 3M | -33.0% | +7.5% | -40.5% | -36.5% |
| 6M | -35.2% | +2.7% | -37.9% | -37.3% |
| YTD | -40.1% | +6.0% | -46.2% | -43.7% |
| 1Y | -45.6% | +7.8% | -53.4% | -49.5% |
| 3Y | -54.4% | +5.8% | -60.1% | -58.2% |
| 5Y | -68.9% | -11.6% | -57.3% | -67.8% |
| All | -18.4% | +14.6% | -33.1% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling