-54.5%
APTV vs BB
+68.2%
-122.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.0% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -7.7% | -12.4% | +4.7% | -5.8% |
| 3M | -34.0% | -15.3% | -18.7% | -33.2% |
| 6M | -37.1% | +128.8% | -165.9% | -47.5% |
| YTD | -39.9% | +107.7% | -147.6% | -49.0% |
| 1Y | -44.4% | +103.9% | -148.3% | -53.0% |
| 3Y | -54.5% | +72.6% | -127.1% | -65.0% |
| All | -54.5% | +68.2% | -122.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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