-18.4%
APTV vs GWW
+570.2%
-588.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -5.0% | -3.4% | -1.7% | -3.2% |
| 30D | -6.1% | -1.9% | -4.2% | -5.1% |
| 3M | -33.0% | -2.4% | -30.6% | -31.9% |
| 6M | -35.2% | +15.7% | -51.0% | -39.9% |
| YTD | -40.1% | +27.6% | -67.7% | -47.6% |
| 1Y | -45.6% | +27.2% | -72.8% | -52.3% |
| 3Y | -54.4% | +89.7% | -144.0% | -68.5% |
| 5Y | -68.9% | +223.9% | -292.8% | -84.0% |
| All | -18.4% | +570.2% | -588.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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