-28.5%
APTV vs BBWI
+16.7%
-45.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | -11.6% | +12.9% | -24.5% | -13.4% |
| 3M | -21.2% | +16.0% | -37.2% | -23.5% |
| 6M | -28.5% | +16.6% | -45.1% | -31.8% |
| All | -28.5% | +16.7% | -45.3% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling