-64.0%
APTV vs SN
+659.6%
-723.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.1% | -4.2% |
| 7D | -10.2% | +7.2% | -17.4% | -12.0% |
| 30D | -10.8% | +20.4% | -31.2% | -15.5% |
| 3M | -14.8% | +23.9% | -38.7% | -20.3% |
| 6M | -30.6% | +93.0% | -123.6% | -43.8% |
| YTD | -48.2% | +99.2% | -147.4% | -58.7% |
| 1Y | -52.0% | +142.6% | -194.6% | -64.0% |
| 3Y | -47.0% | +398.8% | -445.8% | -63.0% |
| All | -64.0% | +659.6% | -723.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling