-54.2%
APTV vs NWSA
+43.0%
-97.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.9% |
| 7D | -1.8% | -4.8% | +2.9% | 0.0% |
| 30D | -7.9% | +3.0% | -10.9% | -9.0% |
| 3M | -29.9% | +9.3% | -39.2% | -33.0% |
| 6M | -36.6% | +23.2% | -59.8% | -43.2% |
| YTD | -40.0% | +13.3% | -53.3% | -44.1% |
| 1Y | -44.0% | +2.9% | -46.9% | -45.1% |
| All | -54.2% | +43.0% | -97.2% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling