-48.8%
APTV vs SITM
+4,507.3%
-4,556.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.1% |
| 7D | +2.0% | +8.4% | -6.4% | +0.1% |
| 30D | -7.7% | -17.4% | +9.7% | -4.0% |
| 3M | -34.0% | -9.8% | -24.2% | -34.3% |
| 6M | -37.1% | +83.0% | -120.1% | -48.5% |
| YTD | -39.9% | +69.6% | -109.5% | -50.7% |
| 1Y | -44.4% | +144.9% | -189.3% | -59.4% |
| 3Y | -54.5% | +429.9% | -484.3% | -76.0% |
| 5Y | -69.1% | +169.2% | -238.3% | -82.5% |
| All | -48.8% | +4,507.3% | -4,556.1% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling