-44.0%
APTV vs SAN
+49.3%
-93.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -1.8% | -2.8% | +1.0% | -0.8% |
| 30D | -7.9% | -0.5% | -7.4% | -7.8% |
| 3M | -29.9% | +22.7% | -52.7% | -34.7% |
| 6M | -36.6% | +28.8% | -65.4% | -42.2% |
| YTD | -40.0% | +26.3% | -66.2% | -45.6% |
| 1Y | -44.0% | +48.8% | -92.9% | -52.0% |
| All | -44.0% | +49.3% | -93.3% | -52.0% |
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