+306.6%
SO vs APTV
+145.2%
+161.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -1.1% | -9.8% | +8.7% | -0.3% |
| 30D | +8.6% | -8.9% | +17.5% | +9.3% |
| 3M | +1.8% | -19.5% | +21.2% | +3.4% |
| 6M | +3.6% | -31.1% | +34.7% | +6.1% |
| YTD | +9.9% | -47.5% | +57.5% | +14.9% |
| 1Y | +5.7% | -52.3% | +58.0% | +11.4% |
| 3Y | +52.5% | -45.2% | +97.7% | +56.5% |
| 5Y | +77.3% | -76.9% | +154.2% | +95.4% |
| 10Y | +186.8% | -25.1% | +211.9% | +175.7% |
| All | +306.6% | +145.2% | +161.4% | +264.9% |
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 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