+137.5%
APTV vs SPG
+290.1%
-152.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.0% | +3.1% | -8.1% | -6.6% |
| 30D | -12.3% | +16.4% | -28.7% | -19.4% |
| 3M | -19.9% | +7.1% | -27.0% | -23.0% |
| 6M | -29.4% | +16.1% | -45.4% | -35.1% |
| YTD | -49.0% | +30.4% | -79.4% | -56.3% |
| 1Y | -53.1% | +33.0% | -86.1% | -60.2% |
| 3Y | -48.9% | +134.6% | -183.5% | -68.4% |
| 5Y | -77.2% | +84.9% | -162.1% | -84.1% |
| 10Y | -26.8% | +114.9% | -141.7% | -60.0% |
| All | +137.5% | +290.1% | -152.6% | -12.6% |
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