+193.5%
APTV vs AME
+856.0%
-662.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +1.9% |
| 7D | +4.8% | +0.6% | +4.2% | +4.3% |
| 30D | +2.0% | -6.7% | +8.7% | +7.6% |
| 3M | -34.2% | +4.1% | -38.3% | -37.0% |
| 6M | -34.7% | +1.6% | -36.2% | -36.5% |
| YTD | -37.0% | +16.1% | -53.1% | -45.1% |
| 1Y | -40.4% | +27.3% | -67.7% | -52.2% |
| 3Y | -54.1% | +50.9% | -105.0% | -69.3% |
| 5Y | -68.0% | +81.4% | -149.4% | -81.5% |
| 10Y | -15.5% | +417.0% | -432.5% | -77.7% |
| All | +193.5% | +856.0% | -662.6% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling