-18.4%
APTV vs NWSA
+149.4%
-167.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -5.0% | -2.8% | -2.2% | -3.4% |
| 30D | -6.1% | +3.0% | -9.1% | -7.8% |
| 3M | -33.0% | +12.3% | -45.3% | -38.2% |
| 6M | -35.2% | +21.9% | -57.1% | -43.4% |
| YTD | -40.1% | +13.6% | -53.7% | -45.9% |
| 1Y | -45.6% | +0.5% | -46.1% | -47.3% |
| 3Y | -54.4% | +43.8% | -98.1% | -65.0% |
| 5Y | -68.9% | +41.2% | -110.1% | -76.4% |
| All | -18.4% | +149.4% | -167.8% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling