+178.7%
APTV vs SNY
+130.4%
+48.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -5.0% | -3.3% | -1.7% | -3.7% |
| 30D | -6.1% | -2.2% | -3.9% | -5.2% |
| 3M | -33.0% | -3.0% | -30.0% | -32.2% |
| 6M | -35.2% | +2.7% | -38.0% | -36.2% |
| YTD | -40.1% | -6.8% | -33.3% | -38.8% |
| 1Y | -45.6% | -5.3% | -40.3% | -44.9% |
| 3Y | -54.4% | -9.8% | -44.6% | -54.1% |
| 5Y | -68.9% | +9.7% | -78.6% | -72.2% |
| 10Y | -17.2% | +64.5% | -81.7% | -40.0% |
| All | +178.7% | +130.4% | +48.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling