-69.3%
APTV vs SNY
+9.4%
-78.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -5.0% | -3.3% | -1.7% | -4.1% |
| 30D | -6.1% | -2.2% | -3.9% | -5.4% |
| 3M | -33.0% | -3.0% | -30.0% | -32.4% |
| 6M | -35.2% | +2.7% | -38.0% | -35.8% |
| YTD | -40.1% | -6.8% | -33.3% | -39.1% |
| 1Y | -45.6% | -5.3% | -40.3% | -45.0% |
| 3Y | -54.4% | -9.8% | -44.6% | -53.8% |
| All | -69.3% | +9.4% | -78.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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