-28.3%
APTV vs SPG
+113.9%
-142.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.7% | +2.0% | -3.7% | -2.8% |
| 30D | -11.6% | +17.2% | -28.8% | -19.0% |
| 3M | -21.2% | +6.3% | -27.5% | -23.9% |
| 6M | -28.5% | +18.7% | -47.2% | -35.1% |
| YTD | -49.1% | +30.1% | -79.2% | -56.3% |
| 1Y | -52.2% | +32.8% | -85.0% | -59.4% |
| 3Y | -48.6% | +133.6% | -182.2% | -68.2% |
| 5Y | -77.3% | +84.4% | -161.7% | -84.1% |
| All | -28.3% | +113.9% | -142.3% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling