+179.9%
APTV vs WY
+137.1%
+42.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.7% |
| 7D | +2.0% | -2.1% | +4.0% | +3.3% |
| 30D | -7.7% | -10.5% | +2.8% | -1.2% |
| 3M | -34.0% | -4.9% | -29.1% | -32.7% |
| 6M | -37.1% | -4.9% | -32.2% | -35.8% |
| YTD | -39.9% | -1.7% | -38.2% | -40.3% |
| 1Y | -44.4% | -9.4% | -35.1% | -42.1% |
| 3Y | -54.5% | -22.3% | -32.2% | -48.2% |
| 5Y | -69.1% | -20.5% | -48.6% | -65.1% |
| 10Y | -20.0% | +4.9% | -24.9% | -27.1% |
| All | +179.9% | +137.1% | +42.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling