-52.2%
APTV vs SPG
+33.2%
-85.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.7% | +2.0% | -3.7% | -2.6% |
| 30D | -11.6% | +17.2% | -28.8% | -16.9% |
| 3M | -21.2% | +6.3% | -27.5% | -23.1% |
| 6M | -28.5% | +18.7% | -47.2% | -32.6% |
| YTD | -49.1% | +30.1% | -79.2% | -53.9% |
| 1Y | -52.2% | +32.8% | -85.0% | -57.7% |
| All | -52.2% | +33.2% | -85.4% | -57.7% |
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