+5.1%
SPGI vs APTV
-69.4%
+74.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.3% |
| 7D | -2.5% | +2.0% | -4.4% | -2.8% |
| 30D | +5.4% | -7.7% | +13.1% | +6.9% |
| 3M | +9.0% | -34.0% | +43.0% | +17.4% |
| 6M | +0.8% | -37.1% | +37.9% | +8.8% |
| YTD | -12.6% | -39.9% | +27.3% | -5.1% |
| 1Y | -16.1% | -44.4% | +28.3% | -7.6% |
| 3Y | +19.0% | -54.5% | +73.5% | +34.0% |
| 5Y | +5.1% | -69.1% | +74.2% | +25.8% |
| All | +5.1% | -69.4% | +74.5% | +25.8% |
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