-18.2%
APTV vs SPY
+318.9%
-337.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.5% |
| 7D | -1.8% | -2.0% | +0.2% | +1.0% |
| 30D | -7.9% | -1.7% | -6.3% | -5.7% |
| 3M | -29.9% | +4.7% | -34.7% | -34.6% |
| 6M | -36.6% | +12.5% | -49.1% | -46.3% |
| YTD | -40.0% | +11.7% | -51.7% | -48.6% |
| 1Y | -44.0% | +17.5% | -61.5% | -55.3% |
| 3Y | -54.5% | +76.6% | -131.1% | -79.7% |
| 5Y | -68.8% | +82.0% | -150.8% | -86.2% |
| All | -18.2% | +318.9% | -337.0% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling