-51.5%
APTV vs BAH
+2.9%
-54.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -4.3% | +0.5% | -4.7% | -4.3% |
| 30D | -9.7% | +18.2% | -27.9% | -10.7% |
| 3M | -20.6% | +13.1% | -33.6% | -21.4% |
| 6M | -31.7% | +15.2% | -46.9% | -32.2% |
| YTD | -48.0% | +6.0% | -54.0% | -49.3% |
| All | -51.5% | +2.9% | -54.4% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling