+116.2%
APTV vs AMCR
+96.6%
+19.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.8% |
| 7D | +2.0% | -1.8% | +3.8% | +2.8% |
| 30D | -7.7% | -6.0% | -1.7% | -5.1% |
| 3M | -34.0% | +18.9% | -52.9% | -39.5% |
| 6M | -37.1% | +5.7% | -42.7% | -39.4% |
| YTD | -39.9% | +11.1% | -51.0% | -43.7% |
| 1Y | -44.4% | +12.7% | -57.2% | -48.3% |
| 3Y | -54.5% | +9.6% | -64.1% | -57.7% |
| 5Y | -69.1% | -10.3% | -58.8% | -68.3% |
| 10Y | -20.0% | +16.5% | -36.5% | -29.7% |
| All | +116.2% | +96.6% | +19.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling