+144.3%
APTV vs SIMO
+1,131.3%
-987.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.1% |
| 7D | -9.8% | -8.2% | -1.6% | -8.7% |
| 30D | -8.9% | -34.6% | +25.7% | -2.0% |
| 3M | -19.5% | -32.6% | +13.2% | -15.2% |
| 6M | -31.1% | -31.8% | +0.7% | -29.7% |
| YTD | -47.5% | +87.6% | -135.2% | -59.8% |
| 1Y | -52.3% | +86.7% | -139.0% | -63.5% |
| 3Y | -45.2% | +227.4% | -272.6% | -64.7% |
| 5Y | -76.9% | +173.0% | -249.9% | -85.0% |
| 10Y | -25.1% | +409.6% | -434.7% | -60.1% |
| All | +144.3% | +1,131.3% | -987.1% | +4.0% |
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