+142.2%
APTV vs BAH
+1,398.6%
-1,256.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -4.3% | +0.5% | -4.7% | -4.4% |
| 30D | -9.7% | +18.2% | -27.9% | -13.5% |
| 3M | -20.6% | +13.1% | -33.6% | -23.2% |
| 6M | -31.7% | +15.2% | -46.9% | -34.9% |
| YTD | -48.0% | +6.0% | -54.0% | -49.9% |
| 1Y | -52.1% | +3.1% | -55.2% | -53.5% |
| 3Y | -47.9% | -26.2% | -21.7% | -46.1% |
| 5Y | -76.9% | +9.3% | -86.2% | -79.0% |
| 10Y | -26.7% | +212.3% | -239.0% | -51.4% |
| All | +142.2% | +1,398.6% | -1,256.5% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling