-49.0%
APTV vs SITM
+4,789.7%
-4,838.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -1.6% |
| 7D | -5.0% | +3.9% | -8.9% | -5.9% |
| 30D | -6.1% | -6.6% | +0.5% | -5.0% |
| 3M | -33.0% | -11.9% | -21.1% | -32.9% |
| 6M | -35.2% | +81.1% | -116.4% | -46.8% |
| YTD | -40.1% | +80.0% | -120.1% | -51.6% |
| 1Y | -45.6% | +145.8% | -191.4% | -60.2% |
| 3Y | -54.4% | +475.9% | -530.2% | -76.4% |
| 5Y | -68.9% | +189.2% | -258.1% | -82.7% |
| All | -49.0% | +4,789.7% | -4,838.7% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling