+172.4%
APTV vs AMP
+1,569.7%
-1,397.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | -10.6% | -1.0% | -9.6% | -10.0% |
| 3M | -35.0% | +23.2% | -58.2% | -43.5% |
| 6M | -38.9% | +20.4% | -59.3% | -46.3% |
| YTD | -41.5% | +13.6% | -55.2% | -47.0% |
| 1Y | -45.8% | +13.4% | -59.2% | -50.9% |
| 3Y | -55.7% | +66.5% | -122.2% | -69.5% |
| 5Y | -70.1% | +120.2% | -190.3% | -82.8% |
| 10Y | -19.1% | +576.5% | -595.6% | -77.4% |
| All | +172.4% | +1,569.7% | -1,397.3% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling