+141.2%
APTV vs AME
+865.4%
-724.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -8.9% | +1.1% | -10.0% | -9.8% |
| 30D | -9.5% | -4.1% | -5.4% | -7.4% |
| 3M | -20.6% | -6.3% | -14.2% | -17.4% |
| 6M | -28.9% | +3.5% | -32.4% | -32.3% |
| YTD | -48.2% | +17.3% | -65.5% | -55.7% |
| 1Y | -51.7% | +22.0% | -73.7% | -60.0% |
| 3Y | -48.1% | +62.0% | -110.1% | -67.7% |
| 5Y | -76.7% | +78.5% | -155.2% | -86.5% |
| 10Y | -25.6% | +441.6% | -467.3% | -81.2% |
| All | +141.2% | +865.4% | -724.2% | -57.5% |
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