+2.2%
SPGI vs APTV
-52.9%
+55.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.5% |
| 7D | +1.6% | -4.3% | +5.9% | +1.9% |
| 30D | +16.1% | -9.7% | +25.7% | +16.7% |
| 3M | +15.5% | -20.6% | +36.0% | +16.4% |
| 6M | +19.6% | -31.7% | +51.4% | +19.2% |
| YTD | -3.6% | -48.0% | +44.4% | -2.7% |
| 1Y | +2.2% | -52.1% | +54.3% | +3.9% |
| All | +2.2% | -52.9% | +55.1% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling