+137.2%
APTV vs WAB
+855.9%
-718.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.4% |
| 7D | -1.7% | +5.1% | -6.8% | -4.9% |
| 30D | -11.6% | +4.0% | -15.6% | -14.1% |
| 3M | -21.2% | +0.1% | -21.3% | -21.6% |
| 6M | -28.5% | +12.8% | -41.3% | -34.6% |
| YTD | -49.1% | +40.1% | -89.1% | -59.8% |
| 1Y | -52.2% | +46.4% | -98.6% | -63.3% |
| 3Y | -48.6% | +167.4% | -216.0% | -74.0% |
| 5Y | -77.3% | +215.0% | -292.3% | -89.6% |
| 10Y | -26.9% | +269.2% | -296.1% | -72.6% |
| All | +137.2% | +855.9% | -718.7% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling