-54.2%
APTV vs SPYG
+96.8%
-151.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.3% |
| 7D | -1.8% | -1.8% | 0.0% | -0.4% |
| 30D | -7.9% | -1.9% | -6.0% | -6.5% |
| 3M | -29.9% | +5.2% | -35.1% | -33.0% |
| 6M | -36.6% | +15.6% | -52.1% | -43.5% |
| YTD | -40.0% | +12.4% | -52.4% | -45.4% |
| 1Y | -44.0% | +17.5% | -61.5% | -50.9% |
| All | -54.2% | +96.8% | -151.0% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling