+179.0%
SAP vs APTV
-21.3%
+200.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +0.3% | -10.6% | +10.9% | +3.1% |
| 3M | +16.9% | -35.0% | +51.9% | +29.2% |
| 6M | +6.3% | -38.9% | +45.2% | +18.2% |
| YTD | -12.4% | -41.5% | +29.1% | -1.9% |
| 1Y | -21.6% | -45.8% | +24.2% | -10.5% |
| 3Y | +54.8% | -55.7% | +110.5% | +80.3% |
| 5Y | +56.2% | -70.1% | +126.3% | +96.8% |
| 10Y | +179.0% | -19.1% | +198.1% | +169.3% |
| All | +179.0% | -21.3% | +200.4% | +169.3% |
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