-18.4%
APTV vs WY
+7.6%
-26.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -5.0% | -4.2% | -0.9% | -2.5% |
| 30D | -6.1% | -10.1% | +4.0% | +0.4% |
| 3M | -33.0% | -8.5% | -24.5% | -30.0% |
| 6M | -35.2% | -3.3% | -31.9% | -34.7% |
| YTD | -40.1% | -4.4% | -35.8% | -39.6% |
| 1Y | -45.6% | -11.5% | -34.1% | -42.5% |
| 3Y | -54.4% | -24.3% | -30.0% | -47.1% |
| 5Y | -68.9% | -21.3% | -47.6% | -64.5% |
| All | -18.4% | +7.6% | -26.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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