+137.2%
APTV vs SPY
+690.9%
-553.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -1.7% | +2.6% | -4.3% | -5.2% |
| 30D | -11.6% | -2.0% | -9.6% | -9.2% |
| 3M | -21.2% | -2.8% | -18.4% | -18.1% |
| 6M | -28.5% | +2.1% | -30.7% | -30.7% |
| YTD | -49.1% | +11.5% | -60.6% | -56.3% |
| 1Y | -52.2% | +13.5% | -65.7% | -59.9% |
| 3Y | -48.6% | +77.7% | -126.3% | -76.9% |
| 5Y | -77.3% | +72.6% | -149.9% | -89.0% |
| 10Y | -26.9% | +308.2% | -335.0% | -88.0% |
| All | +137.2% | +690.9% | -553.8% | -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