-50.1%
APTV vs AMDL
+145.7%
-195.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.4% | -2.5% |
| 7D | -5.0% | +103.5% | -108.5% | -11.1% |
| 30D | -12.3% | -18.3% | +6.0% | -12.3% |
| 3M | -19.9% | +20.1% | -40.0% | -23.3% |
| 6M | -29.4% | +15.9% | -45.3% | -34.1% |
| YTD | -49.0% | +303.0% | -352.0% | -59.9% |
| 1Y | -53.1% | +164.0% | -217.1% | -61.3% |
| All | -50.1% | +145.7% | -195.8% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling