+193.5%
APTV vs ARWR
+1,409.4%
-1,216.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.6% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | -34.2% | +14.9% | -49.1% | -35.8% |
| 6M | -34.7% | +32.6% | -67.3% | -37.7% |
| YTD | -37.0% | +30.0% | -67.0% | -39.9% |
| 1Y | -40.4% | +208.4% | -248.8% | -49.9% |
| 3Y | -54.1% | +208.8% | -262.9% | -63.4% |
| 5Y | -68.0% | +27.8% | -95.8% | -72.5% |
| 10Y | -15.5% | +1,107.6% | -1,123.1% | -45.7% |
| All | +193.5% | +1,409.4% | -1,216.0% | +81.3% |
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