+193.5%
APTV vs BB
-60.3%
+253.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.8% | -5.6% | +10.4% | +5.8% |
| 30D | +2.0% | -11.8% | +13.8% | +4.0% |
| 3M | -34.2% | -25.5% | -8.7% | -31.8% |
| 6M | -34.7% | +121.3% | -155.9% | -44.6% |
| YTD | -37.0% | +103.2% | -140.1% | -45.8% |
| 1Y | -40.4% | +102.6% | -143.0% | -49.0% |
| 3Y | -54.1% | +37.5% | -91.6% | -60.1% |
| 5Y | -68.0% | -30.4% | -37.6% | -70.0% |
| 10Y | -15.5% | 0.0% | -15.5% | -37.7% |
| All | +193.5% | -60.3% | +253.8% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling