-18.2%
APTV vs AME
+427.9%
-446.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -7.9% | -8.6% | +0.7% | -1.2% |
| 3M | -29.9% | +5.8% | -35.7% | -33.9% |
| 6M | -36.6% | +3.8% | -40.4% | -39.5% |
| YTD | -40.0% | +14.4% | -54.4% | -47.4% |
| 1Y | -44.0% | +25.8% | -69.8% | -55.1% |
| 3Y | -54.5% | +55.2% | -109.7% | -71.0% |
| 5Y | -68.8% | +85.5% | -154.3% | -83.0% |
| All | -18.2% | +427.9% | -446.0% | -77.8% |
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