-69.1%
APTV vs SPG
+106.4%
-175.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.5% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -7.7% | -4.9% | -2.8% | -4.3% |
| 3M | -34.0% | +3.3% | -37.3% | -35.8% |
| 6M | -37.1% | +11.2% | -48.3% | -42.3% |
| YTD | -39.9% | +17.1% | -57.0% | -47.3% |
| 1Y | -44.4% | +21.6% | -66.0% | -52.8% |
| 3Y | -54.5% | +111.9% | -166.4% | -75.9% |
| 5Y | -69.1% | +106.9% | -176.0% | -83.7% |
| All | -69.1% | +106.4% | -175.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling