-70.1%
APTV vs BAH
-3.7%
-66.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -1.2% | -1.3% | +0.2% | -0.9% |
| 30D | -10.6% | -6.6% | -4.0% | -9.4% |
| 3M | -35.0% | -7.2% | -27.9% | -34.1% |
| 6M | -38.9% | -10.0% | -28.9% | -38.0% |
| YTD | -41.5% | -12.5% | -29.1% | -40.7% |
| 1Y | -45.8% | -27.9% | -17.9% | -42.5% |
| 3Y | -55.7% | -31.4% | -24.3% | -54.2% |
| 5Y | -70.1% | -3.2% | -66.9% | -72.3% |
| All | -70.1% | -3.7% | -66.4% | -72.3% |
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