-47.0%
APTV vs IWD
+78.7%
-125.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.9% |
| 7D | -10.2% | -0.5% | -9.8% | -9.4% |
| 30D | -10.8% | +2.7% | -13.5% | -14.2% |
| 3M | -14.8% | +0.9% | -15.7% | -15.7% |
| 6M | -30.6% | +10.5% | -41.1% | -40.6% |
| YTD | -48.2% | +23.7% | -71.9% | -62.8% |
| 1Y | -52.0% | +28.7% | -80.7% | -67.6% |
| 3Y | -47.0% | +79.7% | -126.7% | -81.8% |
| All | -47.0% | +78.7% | -125.8% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling