-77.5%
APTV vs WAB
+214.2%
-291.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.5% |
| 7D | -1.7% | +5.1% | -6.8% | -5.4% |
| 30D | -11.6% | +4.0% | -15.6% | -14.5% |
| 3M | -21.2% | +0.1% | -21.3% | -21.7% |
| 6M | -28.5% | +12.8% | -41.3% | -35.8% |
| YTD | -49.1% | +40.1% | -89.1% | -61.9% |
| 1Y | -52.2% | +46.4% | -98.6% | -65.5% |
| 3Y | -48.6% | +167.4% | -216.0% | -79.6% |
| All | -77.5% | +214.2% | -291.7% | -92.8% |
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