+935.4%
SW vs APTV
+194.6%
+740.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.7% |
| 7D | -5.1% | +4.8% | -9.9% | -5.9% |
| 30D | -4.6% | +2.0% | -6.6% | -4.9% |
| 3M | +9.4% | -34.2% | +43.6% | +17.0% |
| 6M | +3.5% | -34.7% | +38.2% | +10.4% |
| YTD | +22.0% | -37.0% | +59.0% | +30.9% |
| 1Y | +2.2% | -40.4% | +42.6% | +10.5% |
| 3Y | +19.6% | -54.1% | +73.7% | +31.2% |
| 5Y | -2.3% | -68.0% | +65.7% | +9.0% |
| 10Y | +181.4% | -15.5% | +196.9% | +187.6% |
| All | +935.4% | +194.6% | +740.8% | +1,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling