-18.4%
APTV vs BDX
+59.3%
-77.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -5.0% | -3.2% | -1.9% | -3.7% |
| 30D | -6.1% | -2.5% | -3.5% | -5.1% |
| 3M | -33.0% | +21.4% | -54.4% | -38.7% |
| 6M | -35.2% | +10.4% | -45.7% | -38.3% |
| YTD | -40.1% | +18.8% | -59.0% | -45.0% |
| 1Y | -45.6% | +21.7% | -67.3% | -50.6% |
| 3Y | -54.4% | -10.0% | -44.4% | -53.6% |
| 5Y | -68.9% | -1.8% | -67.1% | -70.1% |
| All | -18.4% | +59.3% | -77.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling