+193.5%
APTV vs SPY
+705.5%
-512.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -34.2% | +2.0% | -36.2% | -36.2% |
| 6M | -34.7% | +13.0% | -47.7% | -44.9% |
| YTD | -37.0% | +13.5% | -50.5% | -47.2% |
| 1Y | -40.4% | +20.0% | -60.4% | -53.7% |
| 3Y | -54.1% | +77.2% | -131.3% | -79.3% |
| 5Y | -68.0% | +81.9% | -149.9% | -85.6% |
| 10Y | -15.5% | +314.1% | -329.6% | -86.4% |
| All | +193.5% | +705.5% | -512.0% | -78.2% |
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