-68.8%
APTV vs SPYG
+82.6%
-151.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.5% |
| 7D | -1.8% | -1.8% | 0.0% | 0.0% |
| 30D | -7.9% | -1.9% | -6.0% | -6.1% |
| 3M | -29.9% | +5.2% | -35.1% | -33.9% |
| 6M | -36.6% | +15.6% | -52.1% | -45.7% |
| YTD | -40.0% | +12.4% | -52.4% | -47.2% |
| 1Y | -44.0% | +17.5% | -61.5% | -53.1% |
| 3Y | -54.5% | +98.1% | -152.6% | -79.4% |
| 5Y | -68.8% | +84.9% | -153.7% | -84.8% |
| All | -68.8% | +82.6% | -151.4% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling