-18.4%
APTV vs BG
+166.7%
-185.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -5.0% | +3.1% | -8.1% | -6.4% |
| 30D | -6.1% | +10.2% | -16.3% | -10.4% |
| 3M | -33.0% | -1.7% | -31.3% | -33.2% |
| 6M | -35.2% | +1.0% | -36.2% | -36.8% |
| YTD | -40.1% | +39.9% | -80.1% | -50.2% |
| 1Y | -45.6% | +53.2% | -98.8% | -57.0% |
| 3Y | -54.4% | +16.3% | -70.6% | -59.7% |
| 5Y | -68.9% | +83.9% | -152.8% | -79.6% |
| All | -18.4% | +166.7% | -185.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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