+11.7%
SPGI vs APTV
-77.0%
+88.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.3% |
| 7D | +0.3% | -10.2% | +10.5% | +2.4% |
| 30D | +18.4% | -10.8% | +29.2% | +21.0% |
| 3M | +15.7% | -14.8% | +30.5% | +19.1% |
| 6M | +17.3% | -30.6% | +47.8% | +23.8% |
| YTD | -4.7% | -48.2% | +43.4% | +6.5% |
| 1Y | +1.8% | -52.0% | +53.8% | +15.7% |
| 3Y | +31.7% | -47.0% | +78.7% | +40.8% |
| All | +11.7% | -77.0% | +88.8% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling