-40.4%
APTV vs AMDL
+384.9%
-425.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | +2.6% |
| 7D | +4.8% | +4.5% | +0.3% | +4.6% |
| 30D | +2.0% | -4.4% | +6.4% | +2.1% |
| 3M | -34.2% | -30.5% | -3.8% | -33.9% |
| 6M | -34.7% | +300.9% | -335.6% | -38.7% |
| YTD | -37.0% | +219.9% | -256.9% | -41.1% |
| 1Y | -40.4% | +374.7% | -415.1% | -42.1% |
| All | -40.4% | +384.9% | -425.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling