+142.2%
APTV vs SPG
+291.6%
-149.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -4.3% | +5.6% | -9.9% | -7.1% |
| 30D | -9.7% | +17.6% | -27.2% | -17.4% |
| 3M | -20.6% | +7.5% | -28.0% | -23.7% |
| 6M | -31.7% | +18.5% | -50.2% | -38.0% |
| YTD | -48.0% | +30.9% | -78.9% | -55.5% |
| 1Y | -52.1% | +34.1% | -86.2% | -59.5% |
| 3Y | -47.9% | +135.5% | -183.4% | -67.8% |
| 5Y | -76.9% | +86.5% | -163.4% | -83.9% |
| 10Y | -26.7% | +116.1% | -142.8% | -60.1% |
| All | +142.2% | +291.6% | -149.4% | -11.1% |
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