-70.1%
APTV vs SM
+119.2%
-189.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -1.2% | -0.2% | -0.9% | -1.2% |
| 30D | -10.6% | +20.3% | -30.9% | -14.1% |
| 3M | -35.0% | +22.9% | -57.9% | -38.3% |
| 6M | -38.9% | +47.8% | -86.7% | -45.1% |
| YTD | -41.5% | +107.5% | -149.0% | -51.9% |
| 1Y | -45.8% | +51.7% | -97.5% | -52.2% |
| 3Y | -55.7% | -0.9% | -54.9% | -58.7% |
| 5Y | -70.1% | +112.2% | -182.4% | -78.7% |
| All | -70.1% | +119.2% | -189.3% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling