+142.2%
APTV vs SM
-59.0%
+201.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -4.3% | -19.5% | +15.2% | -1.2% |
| 30D | -9.7% | -20.2% | +10.6% | -6.7% |
| 3M | -20.6% | -6.5% | -14.1% | -20.5% |
| 6M | -31.7% | +1.6% | -33.3% | -33.2% |
| YTD | -48.0% | +61.2% | -109.2% | -53.5% |
| 1Y | -52.1% | +65.4% | -117.4% | -57.5% |
| 3Y | -47.9% | -13.0% | -34.9% | -49.7% |
| 5Y | -76.9% | -4.3% | -72.6% | -78.8% |
| 10Y | -26.7% | +3.0% | -29.7% | -55.2% |
| All | +142.2% | -59.0% | +201.2% | +59.2% |
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