-52.4%
APTV vs SIMO
+432.2%
-484.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +2.0% |
| 7D | +4.8% | +4.2% | +0.6% | +4.2% |
| 30D | +2.0% | +4.1% | -2.1% | +1.0% |
| 3M | -34.2% | -12.9% | -21.4% | -34.0% |
| 6M | -34.7% | +110.3% | -145.0% | -45.2% |
| YTD | -37.0% | +178.6% | -215.6% | -52.0% |
| 1Y | -40.4% | +220.0% | -260.4% | -56.9% |
| All | -52.4% | +432.2% | -484.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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