+137.5%
APTV vs SPY
+693.8%
-556.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.0% |
| 7D | -5.0% | +3.3% | -8.3% | -9.2% |
| 30D | -12.3% | -2.7% | -9.6% | -9.1% |
| 3M | -19.9% | -1.7% | -18.2% | -18.0% |
| 6M | -29.4% | +3.1% | -32.5% | -32.4% |
| YTD | -49.0% | +11.9% | -60.9% | -56.4% |
| 1Y | -53.1% | +12.0% | -65.1% | -60.0% |
| 3Y | -48.9% | +78.2% | -127.1% | -77.1% |
| 5Y | -77.2% | +73.2% | -150.5% | -89.1% |
| 10Y | -26.8% | +309.6% | -336.4% | -88.0% |
| All | +137.5% | +693.8% | -556.3% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling