-46.5%
APTV vs SPG
+34.3%
-80.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.8% | +3.5% |
| 7D | -1.9% | +8.2% | -10.0% | -4.7% |
| 30D | -1.4% | +13.5% | -14.9% | -6.1% |
| 3M | -9.3% | +2.2% | -11.6% | -10.2% |
| 6M | -27.3% | +15.9% | -43.2% | -30.8% |
| YTD | -43.1% | +27.6% | -70.7% | -47.9% |
| 1Y | -46.5% | +30.9% | -77.4% | -52.1% |
| All | -46.5% | +34.3% | -80.8% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling