-55.4%
APTV vs TW
+20.8%
-76.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -1.2% | -0.5% | -0.6% | -1.1% |
| 30D | -10.6% | -0.6% | -10.0% | -10.6% |
| 3M | -35.0% | +3.4% | -38.4% | -35.0% |
| 6M | -38.9% | -18.4% | -20.5% | -38.6% |
| YTD | -41.5% | -3.9% | -37.6% | -41.6% |
| 1Y | -45.8% | -13.3% | -32.5% | -45.6% |
| All | -55.4% | +20.8% | -76.2% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling