+193.5%
APTV vs SIMO
+1,728.3%
-1,534.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +1.2% |
| 7D | +4.8% | +4.2% | +0.6% | +3.8% |
| 30D | +2.0% | +4.1% | -2.1% | +0.3% |
| 3M | -34.2% | -12.9% | -21.4% | -34.3% |
| 6M | -34.7% | +110.3% | -145.0% | -48.6% |
| YTD | -37.0% | +178.6% | -215.6% | -54.5% |
| 1Y | -40.4% | +220.0% | -260.4% | -58.7% |
| 3Y | -54.1% | +409.0% | -463.1% | -72.5% |
| 5Y | -68.0% | +277.3% | -345.3% | -80.1% |
| 10Y | -15.5% | +506.6% | -522.1% | -56.0% |
| All | +193.5% | +1,728.3% | -1,534.8% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling