-54.5%
APTV vs SM
-2.8%
-51.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.3% | -5.1% |
| 7D | +2.0% | -0.2% | +2.1% | +1.9% |
| 30D | -7.7% | +31.5% | -39.2% | -11.7% |
| 3M | -34.0% | +17.3% | -51.3% | -36.0% |
| 6M | -37.1% | +48.5% | -85.6% | -42.5% |
| YTD | -39.9% | +106.3% | -146.2% | -49.4% |
| 1Y | -44.4% | +47.3% | -91.7% | -49.4% |
| 3Y | -54.5% | -1.4% | -53.1% | -58.8% |
| All | -54.5% | -2.8% | -51.7% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling