-19.5%
SAP vs APTV
-39.9%
+20.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.1% |
| 7D | -2.9% | +4.8% | -7.7% | -3.2% |
| 30D | +9.0% | +2.0% | +7.0% | +8.8% |
| 3M | +14.9% | -34.2% | +49.2% | +18.8% |
| 6M | +11.9% | -34.7% | +46.6% | +16.9% |
| YTD | -9.9% | -37.0% | +27.1% | -4.8% |
| 1Y | -19.5% | -40.4% | +20.9% | -15.2% |
| All | -19.5% | -39.9% | +20.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling