+48.8%
SW vs APTV
-45.9%
+94.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | +2.2% | -4.3% | +6.4% | +3.7% |
| 30D | +7.4% | -9.7% | +17.1% | +11.1% |
| 3M | -5.9% | -20.6% | +14.6% | +1.6% |
| 6M | +9.0% | -31.7% | +40.7% | +22.4% |
| YTD | +18.1% | -48.0% | +66.1% | +45.8% |
| 1Y | +28.7% | -52.1% | +80.7% | +63.3% |
| 3Y | +48.8% | -47.9% | +96.7% | +76.5% |
| All | +48.8% | -45.9% | +94.6% | +76.5% |
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