-68.8%
APTV vs SITM
+176.0%
-244.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.2% |
| 7D | -1.8% | +4.8% | -6.6% | -2.8% |
| 30D | -7.9% | -9.7% | +1.8% | -6.1% |
| 3M | -29.9% | -9.3% | -20.6% | -30.2% |
| 6M | -36.6% | +69.5% | -106.1% | -47.0% |
| YTD | -40.0% | +70.5% | -110.5% | -50.8% |
| 1Y | -44.0% | +145.3% | -189.3% | -59.3% |
| 3Y | -54.5% | +432.8% | -487.3% | -76.9% |
| 5Y | -68.8% | +174.0% | -242.8% | -82.6% |
| All | -68.8% | +176.0% | -244.8% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling