-64.6%
APTV vs SN
+671.3%
-735.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | -1.7% | +1.5% | -3.3% | -2.2% |
| 30D | -11.6% | +21.5% | -33.1% | -16.4% |
| 3M | -21.2% | +20.0% | -41.2% | -25.6% |
| 6M | -28.5% | +119.9% | -148.4% | -44.3% |
| YTD | -49.1% | +102.3% | -151.4% | -59.6% |
| 1Y | -52.2% | +148.0% | -200.2% | -64.4% |
| 3Y | -48.6% | +450.0% | -498.6% | -64.3% |
| All | -64.6% | +671.3% | -735.9% | -75.4% |
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