+137.2%
APTV vs AME
+875.1%
-738.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -1.7% | +5.9% | -7.6% | -6.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.1% |
| 3M | -21.2% | -5.4% | -15.8% | -18.7% |
| 6M | -28.5% | +4.9% | -33.4% | -32.6% |
| YTD | -49.1% | +18.5% | -67.5% | -56.8% |
| 1Y | -52.2% | +25.5% | -77.7% | -61.3% |
| 3Y | -48.6% | +63.0% | -111.7% | -68.2% |
| 5Y | -77.3% | +78.3% | -155.6% | -86.8% |
| 10Y | -26.9% | +447.1% | -474.0% | -81.7% |
| All | +137.2% | +875.1% | -738.0% | -58.6% |
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