+591.4%
SYK vs APTV
+179.8%
+411.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -9.1% | -5.0% | -4.1% | -7.8% |
| 30D | -20.6% | -6.1% | -14.6% | -19.4% |
| 3M | -9.6% | -33.0% | +23.4% | -0.4% |
| 6M | -19.9% | -35.2% | +15.4% | -12.1% |
| YTD | -21.2% | -40.1% | +19.0% | -12.1% |
| 1Y | -28.4% | -45.6% | +17.2% | -18.3% |
| 3Y | -5.3% | -54.4% | +49.0% | +9.2% |
| 5Y | +6.0% | -68.9% | +74.9% | +32.5% |
| 10Y | +178.4% | -17.2% | +195.6% | +138.0% |
| All | +591.4% | +179.8% | +411.6% | +276.6% |
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