-40.4%
APTV vs SAN
+58.9%
-99.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.3% |
| 7D | +4.8% | +1.8% | +3.0% | +4.1% |
| 30D | +2.0% | +2.0% | 0.0% | +1.3% |
| 3M | -34.2% | +19.7% | -54.0% | -38.3% |
| 6M | -34.7% | +30.6% | -65.3% | -40.8% |
| YTD | -37.0% | +28.8% | -65.8% | -43.4% |
| 1Y | -40.4% | +57.8% | -98.2% | -49.9% |
| All | -40.4% | +58.9% | -99.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling