-52.4%
APTV vs WAT
+50.1%
-102.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +4.8% | -1.3% | +6.1% | +5.2% |
| 30D | +2.0% | +2.3% | -0.3% | +1.2% |
| 3M | -34.2% | +8.7% | -43.0% | -36.3% |
| 6M | -34.7% | +28.3% | -63.0% | -40.7% |
| YTD | -37.0% | +7.8% | -44.8% | -39.2% |
| 1Y | -40.4% | +36.6% | -77.0% | -48.0% |
| All | -52.4% | +50.1% | -102.5% | -59.8% |
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