+137.5%
APTV vs SM
-54.5%
+192.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -2.4% |
| 7D | -5.0% | +10.6% | -15.6% | -6.6% |
| 30D | -12.3% | -15.0% | +2.7% | -10.5% |
| 3M | -19.9% | +1.7% | -21.6% | -21.0% |
| 6M | -29.4% | +5.9% | -35.2% | -31.4% |
| YTD | -49.0% | +79.0% | -128.0% | -55.2% |
| 1Y | -53.1% | +84.7% | -137.8% | -59.1% |
| 3Y | -48.9% | -3.5% | -45.4% | -51.5% |
| 5Y | -77.2% | +4.9% | -82.2% | -79.4% |
| 10Y | -26.8% | +17.7% | -44.4% | -56.1% |
| All | +137.5% | -54.5% | +192.0% | +53.4% |
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