-48.6%
APTV vs SIMO
+221.6%
-270.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.4% |
| 7D | -1.7% | +4.1% | -5.9% | -2.2% |
| 30D | -11.6% | -24.0% | +12.4% | -9.5% |
| 3M | -21.2% | -31.8% | +10.6% | -19.0% |
| 6M | -28.5% | -36.9% | +8.4% | -26.9% |
| YTD | -49.1% | +84.8% | -133.9% | -60.0% |
| 1Y | -52.2% | +99.0% | -151.2% | -63.3% |
| 3Y | -48.6% | +217.9% | -266.6% | -68.9% |
| All | -48.6% | +221.6% | -270.2% | -68.9% |
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