+179.9%
APTV vs SPYG
+899.3%
-719.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.1% |
| 7D | +2.0% | +1.2% | +0.8% | +0.7% |
| 30D | -7.7% | -1.6% | -6.2% | -6.1% |
| 3M | -34.0% | +3.4% | -37.4% | -36.9% |
| 6M | -37.1% | +18.9% | -56.0% | -48.8% |
| YTD | -39.9% | +13.8% | -53.7% | -48.7% |
| 1Y | -44.4% | +20.6% | -65.0% | -55.8% |
| 3Y | -54.5% | +100.5% | -155.0% | -80.7% |
| 5Y | -69.1% | +84.6% | -153.7% | -85.3% |
| 10Y | -20.0% | +410.8% | -430.8% | -88.9% |
| All | +179.9% | +899.3% | -719.5% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling