-70.1%
APTV vs WAB
+224.0%
-294.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -10.6% | -4.6% | -6.1% | -7.5% |
| 3M | -35.0% | +5.6% | -40.6% | -38.4% |
| 6M | -38.9% | +13.8% | -52.7% | -45.7% |
| YTD | -41.5% | +31.9% | -73.4% | -53.9% |
| 1Y | -45.8% | +48.3% | -94.1% | -61.3% |
| 3Y | -55.7% | +167.1% | -222.8% | -82.4% |
| 5Y | -70.1% | +222.9% | -293.0% | -90.4% |
| All | -70.1% | +224.0% | -294.1% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling