+137.2%
APTV vs BB
-54.1%
+191.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.3% |
| 7D | -1.7% | +1.8% | -3.6% | -2.1% |
| 30D | -11.6% | +8.1% | -19.7% | -13.2% |
| 3M | -21.2% | -1.0% | -20.2% | -21.9% |
| 6M | -28.5% | +45.9% | -74.4% | -34.9% |
| YTD | -49.1% | +134.8% | -183.9% | -57.7% |
| 1Y | -52.2% | +104.6% | -156.8% | -59.4% |
| 3Y | -48.6% | +152.8% | -201.5% | -59.9% |
| 5Y | -77.3% | -17.4% | -59.8% | -79.4% |
| 10Y | -26.9% | +22.4% | -49.3% | -48.2% |
| All | +137.2% | -54.1% | +191.3% | +71.7% |
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