+193.5%
APTV vs SPG
+246.1%
-52.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.6% |
| 7D | +4.8% | -2.4% | +7.2% | +6.2% |
| 30D | +2.0% | -6.8% | +8.8% | +6.0% |
| 3M | -34.2% | +2.7% | -36.9% | -35.3% |
| 6M | -34.7% | +5.5% | -40.1% | -36.8% |
| YTD | -37.0% | +15.7% | -52.7% | -42.2% |
| 1Y | -40.4% | +20.9% | -61.3% | -46.8% |
| 3Y | -54.1% | +112.4% | -166.5% | -70.1% |
| 5Y | -68.0% | +101.4% | -169.4% | -78.5% |
| 10Y | -15.5% | +60.6% | -76.2% | -46.0% |
| All | +193.5% | +246.1% | -52.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling