+194.9%
SO vs APTV
-25.9%
+220.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.1% | -4.3% | +4.2% | +0.2% |
| 30D | +8.7% | -9.7% | +18.3% | +9.5% |
| 3M | +3.4% | -20.6% | +23.9% | +5.2% |
| 6M | +3.7% | -31.7% | +35.4% | +6.4% |
| YTD | +10.0% | -48.0% | +58.0% | +15.3% |
| 1Y | +6.6% | -52.1% | +58.7% | +12.5% |
| 3Y | +52.5% | -47.9% | +100.4% | +57.4% |
| 5Y | +76.1% | -76.9% | +153.0% | +95.9% |
| 10Y | +194.9% | -26.7% | +221.6% | +193.9% |
| All | +194.9% | -25.9% | +220.8% | +193.9% |
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