-18.2%
APTV vs BAH
+207.1%
-225.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.2% | +1.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | -7.9% | -2.9% | -5.0% | -7.3% |
| 3M | -29.9% | -1.3% | -28.6% | -30.0% |
| 6M | -36.6% | -0.9% | -35.7% | -37.2% |
| YTD | -40.0% | -8.2% | -31.7% | -39.8% |
| 1Y | -44.0% | -24.0% | -20.0% | -41.1% |
| 3Y | -54.5% | -28.1% | -26.4% | -52.9% |
| 5Y | -68.8% | +2.5% | -71.3% | -71.5% |
| All | -18.2% | +207.1% | -225.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling