-70.1%
APTV vs BBWI
-68.8%
-1.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -0.6% |
| 7D | -1.2% | -4.4% | +3.3% | +0.4% |
| 30D | -10.6% | -7.4% | -3.3% | -8.8% |
| 3M | -35.0% | -2.2% | -32.8% | -35.5% |
| 6M | -38.9% | -16.3% | -22.6% | -36.9% |
| YTD | -41.5% | -9.1% | -32.4% | -41.8% |
| 1Y | -45.8% | -34.5% | -11.3% | -40.3% |
| 3Y | -55.7% | -47.0% | -8.7% | -50.6% |
| 5Y | -70.1% | -68.8% | -1.3% | -59.4% |
| All | -70.1% | -68.8% | -1.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling