-48.6%
APTV vs WAB
+168.8%
-217.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.3% |
| 7D | -1.7% | +5.1% | -6.8% | -4.6% |
| 30D | -11.6% | +4.0% | -15.6% | -13.8% |
| 3M | -21.2% | +0.1% | -21.3% | -21.5% |
| 6M | -28.5% | +12.8% | -41.3% | -34.0% |
| YTD | -49.1% | +40.1% | -89.1% | -59.1% |
| 1Y | -52.2% | +46.4% | -98.6% | -62.7% |
| 3Y | -48.6% | +167.4% | -216.0% | -76.1% |
| All | -48.6% | +168.8% | -217.5% | -76.1% |
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