-28.3%
APTV vs SM
+18.0%
-46.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.7% | +9.4% | -11.1% | -3.4% |
| 30D | -11.6% | -14.4% | +2.8% | -9.7% |
| 3M | -21.2% | +1.6% | -22.7% | -22.3% |
| 6M | -28.5% | +6.3% | -34.9% | -30.7% |
| YTD | -49.1% | +78.8% | -127.9% | -55.8% |
| 1Y | -52.2% | +83.1% | -135.3% | -58.7% |
| 3Y | -48.6% | -5.9% | -42.7% | -51.3% |
| 5Y | -77.3% | +4.8% | -82.1% | -79.7% |
| All | -28.3% | +18.0% | -46.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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