+156.5%
SO vs APTV
-18.0%
+174.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -2.5% | -10.6% | +8.2% | -1.6% |
| 3M | -4.2% | -35.0% | +30.8% | -0.9% |
| 6M | -7.7% | -38.9% | +31.2% | -4.3% |
| YTD | +3.8% | -41.5% | +45.3% | +7.8% |
| 1Y | +0.1% | -45.8% | +45.9% | +4.6% |
| 3Y | +44.2% | -55.7% | +99.9% | +52.2% |
| 5Y | +57.9% | -70.1% | +128.0% | +71.0% |
| All | +156.5% | -18.0% | +174.5% | +150.4% |
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 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