+193.5%
APTV vs BBWI
+5.8%
+187.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +2.2% |
| 7D | +4.8% | +1.5% | +3.3% | +4.3% |
| 30D | +2.0% | -5.2% | +7.2% | +3.2% |
| 3M | -34.2% | +11.1% | -45.4% | -37.2% |
| 6M | -34.7% | -13.4% | -21.3% | -33.4% |
| YTD | -37.0% | +0.1% | -37.1% | -39.0% |
| 1Y | -40.4% | -36.1% | -4.3% | -34.6% |
| 3Y | -54.1% | -44.1% | -10.0% | -49.9% |
| 5Y | -68.0% | -66.2% | -1.8% | -60.6% |
| 10Y | -15.5% | -54.8% | +39.2% | -20.3% |
| All | +193.5% | +5.8% | +187.7% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling