-52.4%
APTV vs SBAC
-7.2%
-45.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.2% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +2.0% | +6.9% | -4.9% | +1.3% |
| 3M | -34.2% | -8.2% | -26.0% | -33.4% |
| 6M | -34.7% | -1.6% | -33.0% | -34.6% |
| YTD | -37.0% | -0.1% | -36.9% | -37.4% |
| 1Y | -40.4% | -0.5% | -39.9% | -40.8% |
| All | -52.4% | -7.2% | -45.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling