+193.5%
APTV vs SM
-49.4%
+242.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.5% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +2.0% | +26.3% | -24.3% | -2.1% |
| 3M | -34.2% | +8.7% | -42.9% | -35.7% |
| 6M | -34.7% | +51.7% | -86.3% | -40.2% |
| YTD | -37.0% | +99.0% | -136.0% | -45.2% |
| 1Y | -40.4% | +34.6% | -75.0% | -44.9% |
| 3Y | -54.1% | -7.8% | -46.4% | -55.9% |
| 5Y | -68.0% | +104.8% | -172.8% | -73.9% |
| 10Y | -15.5% | +7.2% | -22.8% | -48.7% |
| All | +193.5% | -49.4% | +242.9% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling