-54.2%
APTV vs AMCR
+8.2%
-62.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -1.8% | -5.0% | +3.1% | +0.6% |
| 30D | -7.9% | -8.0% | +0.1% | -4.3% |
| 3M | -29.9% | +14.3% | -44.2% | -34.7% |
| 6M | -36.6% | +5.3% | -41.9% | -38.9% |
| YTD | -40.0% | +7.7% | -47.7% | -43.2% |
| 1Y | -44.0% | +10.8% | -54.9% | -47.9% |
| All | -54.2% | +8.2% | -62.4% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling