+137.5%
APTV vs WAT
+489.8%
-352.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.6% |
| 7D | -5.0% | +2.0% | -7.0% | -6.0% |
| 30D | -12.3% | +7.7% | -20.0% | -15.7% |
| 3M | -19.9% | +11.1% | -31.0% | -24.6% |
| 6M | -29.4% | +31.2% | -60.6% | -39.4% |
| YTD | -49.0% | +21.7% | -70.7% | -55.5% |
| 1Y | -53.1% | +19.3% | -72.4% | -58.7% |
| 3Y | -48.9% | +80.6% | -129.5% | -66.3% |
| 5Y | -77.2% | +29.5% | -106.8% | -82.2% |
| 10Y | -26.8% | +225.3% | -252.1% | -67.5% |
| All | +137.5% | +489.8% | -352.3% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling