-54.2%
APTV vs BG
+20.1%
-74.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -1.8% | +3.7% | -5.5% | -2.6% |
| 30D | -7.9% | +12.3% | -20.3% | -10.5% |
| 3M | -29.9% | -2.2% | -27.7% | -29.6% |
| 6M | -36.6% | +5.3% | -41.9% | -37.9% |
| YTD | -40.0% | +42.4% | -82.4% | -46.8% |
| 1Y | -44.0% | +55.2% | -99.2% | -51.8% |
| All | -54.2% | +20.1% | -74.3% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling