-54.5%
APTV vs SPG
+112.2%
-166.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.3% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -7.7% | -4.9% | -2.8% | -4.8% |
| 3M | -34.0% | +3.3% | -37.3% | -35.4% |
| 6M | -37.1% | +11.2% | -48.3% | -41.4% |
| YTD | -39.9% | +17.1% | -57.0% | -46.1% |
| 1Y | -44.4% | +21.6% | -66.0% | -51.6% |
| 3Y | -54.5% | +111.9% | -166.4% | -71.8% |
| All | -54.5% | +112.2% | -166.7% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling