+193.5%
APTV vs WAT
+422.4%
-229.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | +4.8% | -1.3% | +6.1% | +5.5% |
| 30D | +2.0% | +2.3% | -0.3% | +0.8% |
| 3M | -34.2% | +8.7% | -43.0% | -37.6% |
| 6M | -34.7% | +28.3% | -63.0% | -44.0% |
| YTD | -37.0% | +7.8% | -44.8% | -41.3% |
| 1Y | -40.4% | +36.6% | -77.0% | -51.5% |
| 3Y | -54.1% | +45.7% | -99.8% | -66.0% |
| 5Y | -68.0% | -3.3% | -64.7% | -70.5% |
| 10Y | -15.5% | +162.1% | -177.6% | -58.0% |
| All | +193.5% | +422.4% | -229.0% | -2.5% |
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