+740.7%
ITW vs APTV
+173.4%
+567.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.9% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | -10.4% | -10.6% | +0.3% | -7.3% |
| 3M | +3.5% | -35.0% | +38.5% | +17.2% |
| 6M | -3.4% | -38.9% | +35.5% | +10.3% |
| YTD | +8.5% | -41.5% | +50.0% | +25.1% |
| 1Y | +3.2% | -45.8% | +49.0% | +21.7% |
| 3Y | +18.9% | -55.7% | +74.6% | +44.0% |
| 5Y | +35.0% | -70.1% | +105.1% | +79.8% |
| 10Y | +188.6% | -19.1% | +207.7% | +145.4% |
| All | +740.7% | +173.4% | +567.3% | +297.7% |
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