-70.1%
APTV vs AME
+83.9%
-154.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.2% |
| 7D | -1.2% | +1.3% | -2.5% | -2.0% |
| 30D | -10.6% | -6.6% | -4.1% | -6.4% |
| 3M | -35.0% | +3.0% | -38.0% | -37.1% |
| 6M | -38.9% | +5.3% | -44.2% | -42.1% |
| YTD | -41.5% | +15.4% | -56.9% | -48.4% |
| 1Y | -45.8% | +26.8% | -72.6% | -55.9% |
| 3Y | -55.7% | +56.5% | -112.2% | -72.0% |
| 5Y | -70.1% | +85.2% | -155.4% | -84.4% |
| All | -70.1% | +83.9% | -154.0% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling