-20.3%
APTV vs SPY
+321.4%
-341.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | -1.2% | -0.4% | -0.8% | -0.6% |
| 30D | -10.6% | -1.4% | -9.3% | -8.8% |
| 3M | -35.0% | +3.7% | -38.7% | -38.4% |
| 6M | -38.9% | +13.0% | -51.9% | -48.6% |
| YTD | -41.5% | +12.4% | -53.9% | -50.4% |
| 1Y | -45.8% | +18.5% | -64.3% | -57.3% |
| 3Y | -55.7% | +77.6% | -133.3% | -80.3% |
| 5Y | -70.1% | +81.7% | -151.8% | -86.7% |
| All | -20.3% | +321.4% | -341.7% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling