+193.5%
APTV vs WAB
+807.5%
-614.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.6% |
| 7D | +4.8% | -3.2% | +8.0% | +7.0% |
| 30D | +2.0% | -4.4% | +6.4% | +5.0% |
| 3M | -34.2% | +7.9% | -42.1% | -37.9% |
| 6M | -34.7% | +8.7% | -43.4% | -38.9% |
| YTD | -37.0% | +33.0% | -70.0% | -48.3% |
| 1Y | -40.4% | +46.7% | -87.0% | -54.3% |
| 3Y | -54.1% | +153.0% | -207.1% | -75.9% |
| 5Y | -68.0% | +222.3% | -290.3% | -85.4% |
| 10Y | -15.5% | +291.0% | -306.5% | -69.2% |
| All | +193.5% | +807.5% | -614.0% | -30.0% |
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