+224.0%
SAP vs APTV
-25.9%
+250.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +1.5% | -4.3% | +5.8% | +2.6% |
| 30D | +8.8% | -9.7% | +18.5% | +11.5% |
| 3M | +12.1% | -20.6% | +32.6% | +18.4% |
| 6M | +34.6% | -31.7% | +66.3% | +45.2% |
| YTD | -2.1% | -48.0% | +45.9% | +12.8% |
| 1Y | -5.5% | -52.1% | +46.5% | +11.1% |
| 3Y | +67.4% | -47.9% | +115.3% | +85.5% |
| 5Y | +74.6% | -76.9% | +151.5% | +135.7% |
| 10Y | +224.0% | -26.7% | +250.8% | +222.4% |
| All | +224.0% | -25.9% | +250.0% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling