-54.5%
APTV vs BAH
-32.1%
-22.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | +2.0% | -4.3% | +6.3% | +2.6% |
| 30D | -7.7% | -4.5% | -3.2% | -7.1% |
| 3M | -34.0% | -7.6% | -26.4% | -33.1% |
| 6M | -37.1% | -10.6% | -26.5% | -36.2% |
| YTD | -39.9% | -12.6% | -27.3% | -39.2% |
| 1Y | -44.4% | -27.0% | -17.4% | -41.8% |
| 3Y | -54.5% | -31.5% | -23.0% | -52.9% |
| All | -54.5% | -32.1% | -22.4% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling