+51.6%
SW vs APTV
-44.6%
+96.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.6% | +2.5% |
| 7D | +12.1% | -1.9% | +13.9% | +12.7% |
| 30D | +6.6% | -1.4% | +8.0% | +6.9% |
| 3M | -6.0% | -9.3% | +3.3% | -3.1% |
| 6M | +21.5% | -27.3% | +48.8% | +33.2% |
| YTD | +20.3% | -43.1% | +63.5% | +43.9% |
| 1Y | +28.1% | -46.5% | +74.6% | +56.3% |
| All | +51.6% | -44.6% | +96.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling