-40.4%
APTV vs NWSA
+5.5%
-45.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.1% |
| 7D | +4.8% | -1.9% | +6.7% | +4.8% |
| 30D | +2.0% | +4.6% | -2.6% | +1.8% |
| 3M | -34.2% | +13.2% | -47.5% | -34.6% |
| 6M | -34.7% | +27.0% | -61.7% | -37.0% |
| YTD | -37.0% | +16.8% | -53.8% | -38.1% |
| 1Y | -40.4% | +4.5% | -44.9% | -40.4% |
| All | -40.4% | +5.5% | -45.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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