-69.3%
APTV vs GWRE
+15.1%
-84.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -5.0% | -13.2% | +8.2% | -1.8% |
| 30D | -6.1% | -18.6% | +12.5% | -2.7% |
| 3M | -33.0% | +18.9% | -51.9% | -37.8% |
| 6M | -35.2% | -11.0% | -24.3% | -35.7% |
| YTD | -40.1% | -29.9% | -10.3% | -36.5% |
| 1Y | -45.6% | -44.3% | -1.3% | -37.9% |
| 3Y | -54.4% | +51.7% | -106.0% | -67.8% |
| All | -69.3% | +15.1% | -84.3% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling