-44.0%
APTV vs TW
+221.1%
-265.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +4.8% | -2.3% | +7.1% | +5.7% |
| 30D | +2.0% | +3.9% | -1.9% | +0.5% |
| 3M | -34.2% | +5.7% | -39.9% | -36.1% |
| 6M | -34.7% | -14.5% | -20.1% | -31.8% |
| YTD | -37.0% | -0.9% | -36.1% | -38.3% |
| 1Y | -40.4% | -13.5% | -26.9% | -38.5% |
| 3Y | -54.1% | +25.0% | -79.1% | -62.0% |
| 5Y | -68.0% | +22.7% | -90.7% | -74.2% |
| All | -44.0% | +221.1% | -265.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling