-46.8%
APTV vs TW
+206.7%
-253.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -5.0% | -4.5% | -0.5% | -3.5% |
| 30D | -6.1% | -2.3% | -3.8% | -5.4% |
| 3M | -33.0% | +2.6% | -35.6% | -34.1% |
| 6M | -35.2% | -17.5% | -17.7% | -31.5% |
| YTD | -40.1% | -5.3% | -34.8% | -40.5% |
| 1Y | -45.6% | -14.8% | -30.8% | -43.7% |
| 3Y | -54.4% | +18.8% | -73.2% | -61.5% |
| 5Y | -68.9% | +20.7% | -89.6% | -74.9% |
| All | -46.8% | +206.7% | -253.5% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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