+1,277.1%
SHW vs APTV
+194.6%
+1,082.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -0.4% |
| 7D | -3.2% | +4.8% | -8.0% | -4.5% |
| 30D | -9.5% | +2.0% | -11.5% | -10.1% |
| 3M | +11.5% | -34.2% | +45.7% | +24.4% |
| 6M | -3.5% | -34.7% | +31.1% | +6.9% |
| YTD | +3.7% | -37.0% | +40.7% | +15.8% |
| 1Y | -7.9% | -40.4% | +32.5% | +4.2% |
| 3Y | +24.7% | -54.1% | +78.8% | +47.1% |
| 5Y | +13.6% | -68.0% | +81.6% | +44.0% |
| 10Y | +283.0% | -15.5% | +298.5% | +222.3% |
| All | +1,277.1% | +194.6% | +1,082.6% | +711.8% |
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 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