+193.5%
APTV vs SAN
+331.9%
-138.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.4% |
| 7D | +4.8% | +1.8% | +3.0% | +3.9% |
| 30D | +2.0% | +2.0% | 0.0% | +1.0% |
| 3M | -34.2% | +19.7% | -54.0% | -40.0% |
| 6M | -34.7% | +30.6% | -65.3% | -43.4% |
| YTD | -37.0% | +28.8% | -65.8% | -45.5% |
| 1Y | -40.4% | +57.8% | -98.2% | -53.6% |
| 3Y | -54.1% | +338.1% | -392.2% | -79.5% |
| 5Y | -68.0% | +384.2% | -452.2% | -86.8% |
| 10Y | -15.5% | +353.1% | -368.7% | -66.4% |
| All | +193.5% | +331.9% | -138.4% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling