+18.4%
IWM vs APTV
-53.2%
+71.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | -1.7% | +3.2% | +1.7% |
| 30D | +2.3% | -11.6% | +13.9% | +4.3% |
| 3M | -8.3% | -21.2% | +12.9% | -4.9% |
| 6M | -1.3% | -28.5% | +27.2% | +2.3% |
| YTD | +13.5% | -49.1% | +62.6% | +24.3% |
| 1Y | +18.4% | -52.2% | +70.6% | +32.8% |
| All | +18.4% | -53.2% | +71.6% | +32.8% |
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