-47.0%
APTV vs SN
+397.9%
-445.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.1% | -4.4% |
| 7D | -10.2% | +7.2% | -17.4% | -12.4% |
| 30D | -10.8% | +20.4% | -31.2% | -16.7% |
| 3M | -14.8% | +23.9% | -38.7% | -21.8% |
| 6M | -30.6% | +93.0% | -123.6% | -47.1% |
| YTD | -48.2% | +99.2% | -147.4% | -61.5% |
| 1Y | -52.0% | +142.6% | -194.6% | -67.2% |
| 3Y | -47.0% | +398.8% | -445.8% | -73.7% |
| All | -47.0% | +397.9% | -445.0% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling