-47.8%
APTV vs AME
+62.6%
-110.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -8.9% | +1.1% | -10.0% | -9.3% |
| 30D | -9.5% | -4.1% | -5.4% | -8.4% |
| 3M | -20.6% | -6.3% | -14.2% | -18.9% |
| 6M | -28.9% | +3.5% | -32.4% | -30.6% |
| YTD | -48.2% | +17.3% | -65.5% | -52.2% |
| 1Y | -51.7% | +22.0% | -73.7% | -56.1% |
| All | -47.8% | +62.6% | -110.3% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling