-55.4%
APTV vs WAB
+164.8%
-220.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -10.6% | -4.6% | -6.1% | -8.2% |
| 3M | -35.0% | +5.6% | -40.6% | -37.5% |
| 6M | -38.9% | +13.8% | -52.7% | -44.0% |
| YTD | -41.5% | +31.9% | -73.4% | -51.0% |
| 1Y | -45.8% | +48.3% | -94.1% | -57.8% |
| All | -55.4% | +164.8% | -220.2% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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