-45.6%
APTV vs GWW
+29.1%
-74.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -5.0% | -3.4% | -1.7% | -2.9% |
| 30D | -6.1% | -1.9% | -4.2% | -4.9% |
| 3M | -33.0% | -2.4% | -30.6% | -31.2% |
| 6M | -35.2% | +15.7% | -51.0% | -38.7% |
| YTD | -40.1% | +27.6% | -67.7% | -47.0% |
| 1Y | -45.6% | +27.2% | -72.8% | -52.9% |
| All | -45.6% | +29.1% | -74.7% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling