+491.8%
WMB vs APTV
+143.1%
+348.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -6.9% | -4.3% | -2.6% | -5.7% |
| 30D | -7.2% | -9.7% | +2.5% | -4.4% |
| 3M | -5.4% | -20.6% | +15.1% | +1.3% |
| 6M | -4.9% | -31.7% | +26.8% | +4.7% |
| YTD | +14.7% | -48.0% | +62.7% | +37.1% |
| 1Y | +14.7% | -52.1% | +66.8% | +41.0% |
| 3Y | +116.4% | -47.9% | +164.3% | +142.0% |
| 5Y | +198.5% | -76.9% | +275.5% | +345.3% |
| 10Y | +266.3% | -26.7% | +293.0% | +161.9% |
| All | +491.8% | +143.1% | +348.7% | +171.0% |
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 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