+185.4%
SW vs APTV
-25.7%
+211.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.4% |
| 7D | +4.7% | -8.1% | +12.7% | +6.3% |
| 30D | +5.0% | -8.7% | +13.7% | +6.7% |
| 3M | -7.3% | -13.1% | +5.8% | -5.0% |
| 6M | +15.0% | -25.5% | +40.5% | +20.8% |
| YTD | +18.5% | -46.3% | +64.8% | +31.8% |
| 1Y | +27.1% | -51.1% | +78.3% | +43.6% |
| 3Y | +49.3% | -47.3% | +96.6% | +63.7% |
| 5Y | -1.6% | -76.7% | +75.0% | +14.9% |
| All | +185.4% | -25.7% | +211.1% | +212.7% |
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 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