-45.6%
APTV vs SITM
+155.7%
-201.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.8% |
| 7D | -5.0% | +3.9% | -8.9% | -5.3% |
| 30D | -6.1% | -6.6% | +0.5% | -5.7% |
| 3M | -33.0% | -11.9% | -21.1% | -32.4% |
| 6M | -35.2% | +81.1% | -116.4% | -38.8% |
| YTD | -40.1% | +80.0% | -120.1% | -43.7% |
| 1Y | -45.6% | +145.8% | -191.4% | -50.8% |
| All | -45.6% | +155.7% | -201.3% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling