+32.2%
AWK vs APTV
-48.7%
+80.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +0.1% | -1.7% | +1.9% | +0.1% |
| 30D | +14.3% | -11.6% | +25.9% | +14.2% |
| 3M | +10.3% | -21.2% | +31.5% | +10.2% |
| 6M | +18.9% | -28.5% | +47.5% | +18.6% |
| YTD | +17.7% | -49.1% | +66.8% | +17.8% |
| 1Y | +16.9% | -52.2% | +69.0% | +16.9% |
| 3Y | +32.2% | -48.6% | +80.8% | +28.6% |
| All | +32.2% | -48.7% | +80.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling