-55.4%
APTV vs BLDR
-56.4%
+1.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | -1.2% | -2.7% | +1.5% | -0.2% |
| 30D | -10.6% | -14.7% | +4.1% | -5.8% |
| 3M | -35.0% | -20.8% | -14.2% | -30.6% |
| 6M | -38.9% | -35.3% | -3.6% | -30.3% |
| YTD | -41.5% | -40.3% | -1.2% | -31.7% |
| 1Y | -45.8% | -56.3% | +10.5% | -29.8% |
| All | -55.4% | -56.4% | +1.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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