-40.4%
APTV vs SPG
+21.3%
-61.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +4.8% | -2.4% | +7.2% | +5.7% |
| 30D | +2.0% | -6.8% | +8.8% | +4.5% |
| 3M | -34.2% | +2.7% | -36.9% | -34.3% |
| 6M | -34.7% | +5.5% | -40.1% | -35.4% |
| YTD | -37.0% | +15.7% | -52.7% | -39.4% |
| 1Y | -40.4% | +20.9% | -61.3% | -43.5% |
| All | -40.4% | +21.3% | -61.7% | -43.5% |
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