-69.3%
APTV vs AMCR
-12.3%
-57.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.6% |
| 6M | -35.2% | +2.7% | -37.9% | -37.4% |
| YTD | -40.1% | +6.0% | -46.2% | -44.0% |
| 1Y | -45.6% | +7.8% | -53.4% | -49.8% |
| 3Y | -54.4% | +5.8% | -60.1% | -59.3% |
| All | -69.3% | -12.3% | -57.0% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling