-45.8%
APTV vs SN
+47.1%
-92.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.8% |
| 7D | -1.2% | -3.4% | +2.2% | -0.2% |
| 30D | -10.6% | -9.1% | -1.6% | -8.6% |
| 3M | -35.0% | +31.8% | -66.8% | -41.3% |
| 6M | -38.9% | +52.0% | -90.9% | -48.2% |
| YTD | -41.5% | +51.3% | -92.8% | -50.4% |
| 1Y | -45.8% | +46.9% | -92.7% | -54.0% |
| All | -45.8% | +47.1% | -92.9% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling