+193.5%
APTV vs IWD
+474.9%
-281.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +4.0% |
| 7D | +4.8% | -0.3% | +5.1% | +5.2% |
| 30D | +2.0% | +0.6% | +1.4% | +1.2% |
| 3M | -34.2% | +7.2% | -41.5% | -40.5% |
| 6M | -34.7% | +16.2% | -50.9% | -47.4% |
| YTD | -37.0% | +23.3% | -60.3% | -53.3% |
| 1Y | -40.4% | +29.6% | -70.0% | -58.8% |
| 3Y | -54.1% | +70.5% | -124.6% | -78.2% |
| 5Y | -68.0% | +73.5% | -141.5% | -84.6% |
| 10Y | -15.5% | +198.3% | -213.8% | -78.2% |
| All | +193.5% | +474.9% | -281.5% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling