-31.2%
APTV vs AMRZ
-17.3%
-13.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.4% | -3.1% |
| 7D | +2.0% | -2.0% | +4.0% | +2.8% |
| 30D | -7.7% | -9.8% | +2.1% | -4.2% |
| 3M | -34.0% | -17.2% | -16.8% | -30.1% |
| 6M | -37.1% | -26.9% | -10.2% | -30.3% |
| YTD | -39.9% | -21.5% | -18.4% | -35.6% |
| 1Y | -44.4% | -22.9% | -21.6% | -40.4% |
| All | -31.2% | -17.3% | -13.9% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling