-69.6%
APTV vs NWSA
+40.1%
-109.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -1.2% | -3.1% | +1.9% | +0.6% |
| 30D | -10.6% | +4.3% | -14.9% | -12.8% |
| 3M | -35.0% | +9.2% | -44.2% | -39.0% |
| 6M | -38.9% | +21.6% | -60.5% | -46.7% |
| YTD | -41.5% | +14.2% | -55.7% | -47.3% |
| 1Y | -45.8% | +1.8% | -47.6% | -47.6% |
| 3Y | -55.7% | +44.4% | -100.1% | -67.0% |
| All | -69.6% | +40.1% | -109.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling