-69.3%
APTV vs SPY
+81.8%
-151.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | +2.0% | +0.5% | +1.4% | +1.2% |
| 30D | -7.7% | -0.9% | -6.8% | -6.4% |
| 3M | -34.0% | +3.9% | -37.9% | -37.6% |
| 6M | -37.1% | +14.5% | -51.6% | -48.1% |
| YTD | -39.9% | +12.9% | -52.8% | -49.3% |
| 1Y | -44.4% | +19.4% | -63.8% | -56.7% |
| 3Y | -54.5% | +78.5% | -132.9% | -80.5% |
| All | -69.3% | +81.8% | -151.1% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling