+3.2%
ITW vs APTV
-44.8%
+48.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -5.0% | +4.3% | -0.1% |
| 30D | -8.3% | -6.1% | -2.3% | -7.6% |
| 3M | +6.0% | -33.0% | +39.0% | +12.1% |
| 6M | 0.0% | -35.2% | +35.2% | +6.2% |
| YTD | +10.2% | -40.1% | +50.4% | +18.3% |
| 1Y | +3.2% | -45.6% | +48.8% | +11.4% |
| All | +3.2% | -44.8% | +48.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling