-54.2%
APTV vs SITM
+423.6%
-477.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.3% |
| 7D | -1.8% | +4.8% | -6.6% | -2.5% |
| 30D | -7.9% | -9.7% | +1.8% | -6.7% |
| 3M | -29.9% | -9.3% | -20.6% | -29.9% |
| 6M | -36.6% | +69.5% | -106.1% | -43.6% |
| YTD | -40.0% | +70.5% | -110.5% | -47.3% |
| 1Y | -44.0% | +145.3% | -189.3% | -54.8% |
| All | -54.2% | +423.6% | -477.8% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling