-14.6%
SNPS vs APTV
-54.7%
+40.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.6% |
| 7D | -5.5% | +2.0% | -7.5% | -6.0% |
| 30D | -5.8% | -7.7% | +1.9% | -4.1% |
| 3M | -17.2% | -34.0% | +16.8% | -8.6% |
| 6M | -10.4% | -37.1% | +26.7% | -0.3% |
| YTD | -16.5% | -39.9% | +23.4% | -6.2% |
| 1Y | -35.6% | -44.4% | +8.8% | -25.8% |
| 3Y | -14.6% | -54.5% | +39.9% | -2.4% |
| All | -14.6% | -54.7% | +40.1% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling