+56.8%
SAP vs APTV
-69.4%
+126.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.6% |
| 7D | -0.3% | +2.0% | -2.2% | -0.7% |
| 30D | +2.6% | -7.7% | +10.3% | +4.4% |
| 3M | +16.3% | -34.0% | +50.3% | +27.0% |
| 6M | +6.4% | -37.1% | +43.5% | +16.6% |
| YTD | -11.4% | -39.9% | +28.5% | -2.0% |
| 1Y | -20.4% | -44.4% | +24.0% | -10.2% |
| 3Y | +56.5% | -54.5% | +111.0% | +81.8% |
| 5Y | +56.8% | -69.1% | +125.9% | +95.5% |
| All | +56.8% | -69.4% | +126.2% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling