-70.1%
APTV vs SAN
+384.1%
-454.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | -10.6% | -0.1% | -10.6% | -10.6% |
| 3M | -35.0% | +19.6% | -54.6% | -40.6% |
| 6M | -38.9% | +32.7% | -71.6% | -47.4% |
| YTD | -41.5% | +26.7% | -68.2% | -49.0% |
| 1Y | -45.8% | +51.6% | -97.5% | -57.1% |
| 3Y | -55.7% | +348.7% | -404.4% | -81.2% |
| 5Y | -70.1% | +378.7% | -448.8% | -88.8% |
| All | -70.1% | +384.1% | -454.2% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling