+193.5%
APTV vs WPM
+447.5%
-254.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.2% |
| 7D | +4.8% | +1.1% | +3.7% | +4.7% |
| 30D | +2.0% | +26.4% | -24.4% | -0.7% |
| 3M | -34.2% | +20.8% | -55.1% | -35.8% |
| 6M | -34.7% | +1.1% | -35.8% | -35.2% |
| YTD | -37.0% | +32.5% | -69.4% | -39.4% |
| 1Y | -40.4% | +51.5% | -91.9% | -43.6% |
| 3Y | -54.1% | +267.0% | -321.1% | -61.0% |
| 5Y | -68.0% | +250.1% | -318.1% | -73.1% |
| 10Y | -15.5% | +540.4% | -555.9% | -33.1% |
| All | +193.5% | +447.5% | -254.0% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling