+172.4%
APTV vs SCCO
+1,135.6%
-963.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.2% | +2.4% | -3.6% | -2.4% |
| 30D | -10.6% | +6.4% | -17.1% | -13.6% |
| 3M | -35.0% | +21.6% | -56.6% | -41.4% |
| 6M | -38.9% | +13.4% | -52.3% | -44.0% |
| YTD | -41.5% | +52.6% | -94.1% | -54.3% |
| 1Y | -45.8% | +122.4% | -168.2% | -65.0% |
| 3Y | -55.7% | +208.5% | -264.2% | -76.6% |
| 5Y | -70.1% | +353.9% | -424.0% | -87.5% |
| 10Y | -19.1% | +1,187.3% | -1,206.3% | -79.3% |
| All | +172.4% | +1,135.6% | -963.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling