-48.5%
APTV vs WAT
+83.1%
-131.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -5.0% | +2.0% | -7.0% | -5.6% |
| 30D | -12.3% | +7.7% | -20.0% | -14.4% |
| 3M | -19.9% | +11.1% | -31.0% | -22.8% |
| 6M | -29.4% | +31.2% | -60.6% | -35.9% |
| YTD | -49.0% | +21.7% | -70.7% | -52.8% |
| 1Y | -53.1% | +19.3% | -72.4% | -56.2% |
| All | -48.5% | +83.1% | -131.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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