-18.4%
APTV vs SPYG
+424.6%
-443.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.2% |
| 7D | -5.0% | -0.9% | -4.1% | -4.1% |
| 30D | -6.1% | -1.5% | -4.6% | -4.5% |
| 3M | -33.0% | +3.7% | -36.7% | -36.2% |
| 6M | -35.2% | +16.4% | -51.7% | -45.7% |
| YTD | -40.1% | +13.3% | -53.5% | -48.4% |
| 1Y | -45.6% | +17.9% | -63.5% | -55.3% |
| 3Y | -54.4% | +98.3% | -152.7% | -80.0% |
| 5Y | -68.9% | +86.4% | -155.3% | -85.2% |
| All | -18.4% | +424.6% | -443.0% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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