+182.7%
SW vs APTV
-28.3%
+211.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | -0.3% |
| 7D | +2.3% | -10.2% | +12.5% | +4.4% |
| 30D | +6.8% | -10.8% | +17.6% | +9.0% |
| 3M | -5.2% | -14.8% | +9.6% | -2.4% |
| 6M | +7.4% | -30.6% | +38.0% | +14.3% |
| YTD | +17.4% | -48.2% | +65.6% | +31.4% |
| 1Y | +27.1% | -52.0% | +79.1% | +44.1% |
| 3Y | +47.9% | -47.0% | +94.9% | +62.4% |
| 5Y | -2.6% | -77.5% | +74.9% | +14.6% |
| All | +182.7% | -28.3% | +211.0% | +211.8% |
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 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