+340.4%
SYY vs APTV
+180.9%
+159.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | +1.2% |
| 7D | -2.8% | +2.0% | -4.7% | -3.5% |
| 30D | -5.3% | -7.7% | +2.4% | -3.1% |
| 3M | +5.1% | -34.0% | +39.1% | +18.3% |
| 6M | -5.0% | -37.1% | +32.1% | +7.3% |
| YTD | +10.7% | -39.9% | +50.6% | +26.2% |
| 1Y | +0.7% | -44.4% | +45.1% | +17.3% |
| 3Y | +24.0% | -54.5% | +78.5% | +47.8% |
| 5Y | +19.3% | -69.1% | +88.4% | +56.4% |
| 10Y | +96.4% | -20.0% | +116.4% | +71.2% |
| All | +340.4% | +180.9% | +159.4% | +184.1% |
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