-18.4%
APTV vs WTW
+198.0%
-216.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -5.0% | -5.7% | +0.7% | -1.9% |
| 30D | -6.1% | -7.3% | +1.2% | -2.3% |
| 3M | -33.0% | +21.5% | -54.5% | -40.4% |
| 6M | -35.2% | +9.6% | -44.9% | -39.8% |
| YTD | -40.1% | -3.3% | -36.9% | -40.7% |
| 1Y | -45.6% | -6.1% | -39.5% | -45.3% |
| 3Y | -54.4% | +61.8% | -116.2% | -69.5% |
| 5Y | -68.9% | +42.7% | -111.6% | -77.5% |
| All | -18.4% | +198.0% | -216.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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