-70.1%
APTV vs WPM
+261.4%
-331.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | -1.2% | +3.9% | -5.0% | -1.8% |
| 30D | -10.6% | +17.7% | -28.3% | -13.3% |
| 3M | -35.0% | +39.4% | -74.4% | -38.9% |
| 6M | -38.9% | +6.4% | -45.3% | -40.2% |
| YTD | -41.5% | +34.0% | -75.5% | -45.2% |
| 1Y | -45.8% | +50.5% | -96.3% | -50.5% |
| 3Y | -55.7% | +280.3% | -336.0% | -68.3% |
| 5Y | -70.1% | +266.3% | -336.4% | -79.5% |
| All | -70.1% | +261.4% | -331.5% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling