-46.7%
APTV vs WOLF
+39.8%
-86.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.7% | +10.4% | +3.1% |
| 7D | -1.8% | -6.2% | +4.4% | -1.5% |
| 30D | -7.9% | -16.5% | +8.6% | -7.0% |
| 3M | -29.9% | -42.0% | +12.1% | -27.8% |
| 6M | -36.6% | +51.8% | -88.4% | -38.5% |
| YTD | -40.0% | +44.6% | -84.5% | -41.9% |
| All | -46.7% | +39.8% | -86.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling