+581.3%
AWK vs APTV
+138.1%
+443.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +0.1% | -1.7% | +1.9% | +0.3% |
| 30D | +14.3% | -11.6% | +25.9% | +15.4% |
| 3M | +10.3% | -21.2% | +31.5% | +12.4% |
| 6M | +18.9% | -28.5% | +47.5% | +21.5% |
| YTD | +17.7% | -49.1% | +66.8% | +23.6% |
| 1Y | +16.9% | -52.2% | +69.0% | +23.4% |
| 3Y | +32.2% | -48.6% | +80.8% | +36.9% |
| 5Y | -2.2% | -77.3% | +75.1% | +8.0% |
| 10Y | +156.1% | -26.9% | +183.0% | +145.5% |
| All | +581.3% | +138.1% | +443.3% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling