-77.5%
APTV vs BAH
+6.1%
-83.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.7% | +1.7% | -3.5% | -2.1% |
| 30D | -11.6% | +20.8% | -32.4% | -14.9% |
| 3M | -21.2% | +11.6% | -32.8% | -23.1% |
| 6M | -28.5% | +23.1% | -51.6% | -32.1% |
| YTD | -49.1% | +5.3% | -54.3% | -50.4% |
| 1Y | -52.2% | +6.1% | -58.3% | -53.6% |
| 3Y | -48.6% | -27.5% | -21.1% | -46.7% |
| All | -77.5% | +6.1% | -83.6% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling