+179.6%
APTV vs WTW
+333.1%
-153.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.4% |
| 7D | -1.8% | -7.8% | +6.0% | +2.6% |
| 30D | -7.9% | -7.9% | 0.0% | -3.9% |
| 3M | -29.9% | +19.9% | -49.9% | -37.2% |
| 6M | -36.6% | +9.8% | -46.4% | -41.1% |
| YTD | -40.0% | -3.3% | -36.6% | -40.6% |
| 1Y | -44.0% | -3.3% | -40.7% | -44.8% |
| 3Y | -54.5% | +61.5% | -116.1% | -68.9% |
| 5Y | -68.8% | +42.6% | -111.4% | -77.0% |
| 10Y | -16.9% | +197.1% | -214.0% | -60.2% |
| All | +179.6% | +333.1% | -153.5% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling