-58.2%
APTV vs SN
+496.6%
-554.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.9% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | -7.7% | -5.6% | -2.1% | -6.4% |
| 3M | -34.0% | +48.1% | -82.1% | -42.1% |
| 6M | -37.1% | +57.6% | -94.7% | -46.1% |
| YTD | -39.9% | +56.5% | -96.4% | -48.6% |
| 1Y | -44.4% | +52.6% | -97.0% | -52.4% |
| 3Y | -54.5% | +412.0% | -466.5% | -65.5% |
| All | -58.2% | +496.6% | -554.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling