+416.5%
SAP vs APTV
+145.2%
+271.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +1.6% | -9.8% | +11.4% | +4.4% |
| 30D | +10.5% | -8.9% | +19.4% | +13.2% |
| 3M | +15.2% | -19.5% | +34.6% | +21.6% |
| 6M | +36.7% | -31.1% | +67.8% | +47.9% |
| YTD | -0.6% | -47.5% | +47.0% | +15.3% |
| 1Y | -4.1% | -52.3% | +48.2% | +14.1% |
| 3Y | +73.2% | -45.2% | +118.4% | +90.3% |
| 5Y | +74.1% | -76.9% | +151.0% | +139.4% |
| 10Y | +222.9% | -25.1% | +248.0% | +179.8% |
| All | +416.5% | +145.2% | +271.3% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling