+141.4%
APTV vs ARWR
+916.8%
-775.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | -10.2% | -2.9% | -7.3% | -9.8% |
| 30D | -10.8% | -5.4% | -5.4% | -10.2% |
| 3M | -14.8% | -32.2% | +17.4% | -10.5% |
| 6M | -30.6% | -26.5% | -4.1% | -28.4% |
| YTD | -48.2% | -12.4% | -35.8% | -48.0% |
| 1Y | -52.0% | +46.9% | -98.8% | -55.3% |
| 3Y | -47.0% | +116.0% | -163.0% | -55.6% |
| 5Y | -77.5% | -28.0% | -49.5% | -79.2% |
| 10Y | -27.0% | +923.9% | -950.9% | -51.4% |
| All | +141.4% | +916.8% | -775.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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