-69.3%
APTV vs BG
+81.8%
-151.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -5.0% | +3.1% | -8.1% | -6.0% |
| 30D | -6.1% | +10.2% | -16.3% | -9.0% |
| 3M | -33.0% | -1.7% | -31.3% | -33.0% |
| 6M | -35.2% | +1.0% | -36.2% | -36.2% |
| YTD | -40.1% | +39.9% | -80.1% | -47.5% |
| 1Y | -45.6% | +53.2% | -98.8% | -54.0% |
| 3Y | -54.4% | +16.3% | -70.6% | -58.2% |
| All | -69.3% | +81.8% | -151.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling