+131.5%
APTV vs GWRE
+736.4%
-604.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | -1.8% | -30.9% | +29.1% | +8.4% |
| 30D | -7.9% | -20.7% | +12.8% | -2.8% |
| 3M | -29.9% | +20.2% | -50.1% | -35.8% |
| 6M | -36.6% | -11.9% | -24.7% | -37.2% |
| YTD | -40.0% | -30.3% | -9.6% | -36.3% |
| 1Y | -44.0% | -44.6% | +0.6% | -36.0% |
| 3Y | -54.5% | +48.8% | -103.3% | -65.4% |
| 5Y | -68.8% | +14.8% | -83.6% | -74.7% |
| 10Y | -16.9% | +128.1% | -145.0% | -46.2% |
| All | +131.5% | +736.4% | -604.8% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling