-2.6%
SW vs APTV
-77.0%
+74.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | +0.2% |
| 7D | +2.3% | -10.2% | +12.5% | +5.7% |
| 30D | +6.8% | -10.8% | +17.6% | +10.5% |
| 3M | -5.2% | -14.8% | +9.6% | -0.6% |
| 6M | +7.4% | -30.6% | +38.0% | +18.8% |
| YTD | +17.4% | -48.2% | +65.6% | +41.8% |
| 1Y | +27.1% | -52.0% | +79.1% | +57.1% |
| 3Y | +47.9% | -47.0% | +94.9% | +71.6% |
| All | -2.6% | -77.0% | +74.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling