+337.7%
SHW vs APTV
-27.4%
+365.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.9% | -1.7% | +3.7% | +2.4% |
| 30D | +8.1% | -11.6% | +19.6% | +11.9% |
| 3M | -2.8% | -21.2% | +18.4% | +3.7% |
| 6M | +15.0% | -28.5% | +43.6% | +24.2% |
| YTD | +9.0% | -49.1% | +58.1% | +28.6% |
| 1Y | +4.5% | -52.2% | +56.7% | +25.4% |
| 3Y | +41.9% | -48.6% | +90.5% | +61.0% |
| 5Y | +10.7% | -77.3% | +88.0% | +54.1% |
| All | +337.7% | -27.4% | +365.0% | +329.9% |
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