-63.5%
APTV vs SN
+681.9%
-745.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +0.3% |
| 7D | -9.8% | +7.6% | -17.4% | -11.6% |
| 30D | -8.9% | +24.1% | -33.0% | -14.4% |
| 3M | -19.5% | +23.7% | -43.2% | -24.6% |
| 6M | -31.1% | +105.5% | -136.6% | -45.2% |
| YTD | -47.5% | +105.1% | -152.7% | -58.6% |
| 1Y | -52.3% | +148.3% | -200.6% | -64.5% |
| 3Y | -45.2% | +438.7% | -483.8% | -62.0% |
| All | -63.5% | +681.9% | -745.5% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling