-69.3%
APTV vs AMP
+122.1%
-191.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.6% |
| 30D | -6.1% | -1.3% | -4.7% | -5.2% |
| 3M | -33.0% | +24.2% | -57.2% | -43.0% |
| 6M | -35.2% | +24.6% | -59.8% | -45.4% |
| YTD | -40.1% | +14.8% | -55.0% | -46.9% |
| 1Y | -45.6% | +12.8% | -58.4% | -51.2% |
| 3Y | -54.4% | +69.0% | -123.3% | -72.2% |
| All | -69.3% | +122.1% | -191.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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