-28.2%
APTV vs AME
+442.0%
-470.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -2.0% |
| 7D | -5.0% | +8.1% | -13.1% | -10.9% |
| 30D | -12.3% | -3.8% | -8.5% | -10.4% |
| 3M | -19.9% | -6.6% | -13.3% | -16.5% |
| 6M | -29.4% | +4.6% | -33.9% | -33.4% |
| YTD | -49.0% | +17.9% | -66.9% | -56.9% |
| 1Y | -53.1% | +23.2% | -76.3% | -61.8% |
| 3Y | -48.9% | +62.9% | -111.8% | -69.2% |
| 5Y | -77.2% | +77.5% | -154.8% | -87.3% |
| All | -28.2% | +442.0% | -470.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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