-68.8%
APTV vs GWW
+219.8%
-288.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +3.0% |
| 7D | -1.8% | -3.1% | +1.3% | +0.1% |
| 30D | -7.9% | -2.3% | -5.6% | -6.6% |
| 3M | -29.9% | -3.3% | -26.6% | -28.2% |
| 6M | -36.6% | +15.4% | -52.0% | -41.3% |
| YTD | -40.0% | +26.7% | -66.7% | -47.6% |
| 1Y | -44.0% | +29.0% | -73.0% | -51.7% |
| 3Y | -54.5% | +89.0% | -143.5% | -70.1% |
| 5Y | -68.8% | +221.8% | -290.6% | -85.7% |
| All | -68.8% | +219.8% | -288.6% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling