-18.4%
APTV vs SCCO
+1,104.1%
-1,122.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.0% | -2.7% | -2.4% | -4.3% |
| 30D | -6.1% | -0.7% | -5.3% | -6.7% |
| 3M | -33.0% | +8.1% | -41.1% | -36.7% |
| 6M | -35.2% | +4.1% | -39.3% | -38.7% |
| YTD | -40.1% | +41.1% | -81.3% | -52.6% |
| 1Y | -45.6% | +95.6% | -141.2% | -64.0% |
| 3Y | -54.4% | +179.3% | -233.6% | -76.2% |
| 5Y | -68.9% | +308.3% | -377.2% | -87.6% |
| All | -18.4% | +1,104.1% | -1,122.5% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling