+188.3%
ITW vs APTV
-16.1%
+204.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -5.0% | +4.3% | +0.8% |
| 30D | -8.3% | -6.1% | -2.3% | -6.7% |
| 3M | +6.0% | -33.0% | +39.0% | +18.3% |
| 6M | 0.0% | -35.2% | +35.2% | +11.4% |
| YTD | +10.2% | -40.1% | +50.4% | +25.4% |
| 1Y | +3.2% | -45.6% | +48.8% | +20.7% |
| 3Y | +21.0% | -54.4% | +75.3% | +44.1% |
| 5Y | +37.9% | -68.9% | +106.8% | +79.3% |
| All | +188.3% | -16.1% | +204.4% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling