+137.2%
APTV vs SAN
+257.6%
-120.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.5% |
| 7D | -1.7% | +4.0% | -5.8% | -3.7% |
| 30D | -11.6% | -7.8% | -3.8% | -8.3% |
| 3M | -21.2% | -16.4% | -4.8% | -14.5% |
| 6M | -28.5% | +3.5% | -32.0% | -30.6% |
| YTD | -49.1% | +6.7% | -55.8% | -52.0% |
| 1Y | -52.2% | +14.5% | -66.7% | -56.5% |
| 3Y | -48.6% | +243.5% | -292.1% | -74.1% |
| 5Y | -77.3% | +296.2% | -373.5% | -89.7% |
| 10Y | -26.9% | +268.5% | -295.4% | -67.9% |
| All | +137.2% | +257.6% | -120.4% | +3.8% |
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