-33.1%
APTV vs AMRZ
-19.2%
-13.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.8% |
| 7D | -1.2% | -4.7% | +3.5% | +0.6% |
| 30D | -10.6% | -11.3% | +0.6% | -6.7% |
| 3M | -35.0% | -22.1% | -12.9% | -29.4% |
| 6M | -38.9% | -29.6% | -9.3% | -31.3% |
| YTD | -41.5% | -23.3% | -18.2% | -36.8% |
| 1Y | -45.8% | -23.7% | -22.1% | -41.7% |
| All | -33.1% | -19.2% | -13.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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