-52.2%
APTV vs AME
+24.0%
-76.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.7% | +5.9% | -7.6% | -3.7% |
| 30D | -11.6% | -1.9% | -9.7% | -11.3% |
| 3M | -21.2% | -5.4% | -15.8% | -19.6% |
| 6M | -28.5% | +4.9% | -33.4% | -31.7% |
| YTD | -49.1% | +18.5% | -67.5% | -57.7% |
| 1Y | -52.2% | +25.5% | -77.7% | -63.2% |
| All | -52.2% | +24.0% | -76.2% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling