+343.3%
SPGI vs APTV
-27.4%
+370.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.2% | -1.7% | +3.0% | +1.7% |
| 30D | +15.9% | -11.6% | +27.5% | +19.8% |
| 3M | +12.3% | -21.2% | +33.5% | +19.4% |
| 6M | +23.7% | -28.5% | +52.2% | +32.5% |
| YTD | -3.5% | -49.1% | +45.5% | +12.8% |
| 1Y | +0.4% | -52.2% | +52.6% | +19.4% |
| 3Y | +29.9% | -48.6% | +78.5% | +45.0% |
| 5Y | +15.2% | -77.3% | +92.5% | +61.3% |
| All | +343.3% | -27.4% | +370.7% | +297.7% |
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 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