-54.5%
APTV vs AME
+55.3%
-109.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +2.0% | +2.8% | -0.8% | +0.8% |
| 30D | -7.7% | -6.3% | -1.4% | -5.3% |
| 3M | -34.0% | +5.4% | -39.4% | -36.0% |
| 6M | -37.1% | +7.4% | -44.5% | -39.6% |
| YTD | -39.9% | +16.2% | -56.1% | -44.2% |
| 1Y | -44.4% | +26.8% | -71.2% | -50.4% |
| 3Y | -54.5% | +57.5% | -112.0% | -65.2% |
| All | -54.5% | +55.3% | -109.7% | -65.2% |
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 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