+193.5%
APTV vs BAH
+1,148.0%
-954.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.4% |
| 7D | +4.8% | -3.2% | +8.1% | +5.7% |
| 30D | +2.0% | +2.0% | 0.0% | +1.4% |
| 3M | -34.2% | -7.6% | -26.6% | -33.3% |
| 6M | -34.7% | -5.7% | -29.0% | -34.6% |
| YTD | -37.0% | -11.7% | -25.3% | -36.2% |
| 1Y | -40.4% | -27.4% | -13.0% | -36.6% |
| 3Y | -54.1% | -32.5% | -21.6% | -51.5% |
| 5Y | -68.0% | -3.3% | -64.7% | -70.0% |
| 10Y | -15.5% | +186.0% | -201.5% | -42.8% |
| All | +193.5% | +1,148.0% | -954.5% | +46.2% |
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