-25.1%
APTV vs ACWI
+226.8%
-251.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -2.8% |
| 7D | -9.8% | +0.3% | -10.1% | -10.2% |
| 30D | -8.9% | -2.8% | -6.1% | -4.8% |
| 3M | -19.5% | -3.2% | -16.3% | -15.5% |
| 6M | -31.1% | +1.3% | -32.4% | -32.6% |
| YTD | -47.5% | +11.2% | -58.8% | -55.8% |
| 1Y | -52.3% | +13.8% | -66.1% | -61.2% |
| 3Y | -45.2% | +76.2% | -121.4% | -77.3% |
| 5Y | -76.9% | +59.5% | -136.3% | -88.4% |
| 10Y | -25.1% | +222.2% | -247.3% | -85.7% |
| All | -25.1% | +226.8% | -251.9% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling