+193.5%
APTV vs BN
+758.3%
-564.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | +4.8% | -2.5% | +7.3% | +6.6% |
| 30D | +2.0% | -9.5% | +11.5% | +9.1% |
| 3M | -34.2% | -10.4% | -23.9% | -29.5% |
| 6M | -34.7% | -6.4% | -28.3% | -32.5% |
| YTD | -37.0% | -11.9% | -25.1% | -32.3% |
| 1Y | -40.4% | -8.6% | -31.8% | -37.9% |
| 3Y | -54.1% | +77.6% | -131.7% | -71.2% |
| 5Y | -68.0% | +37.0% | -105.1% | -76.0% |
| 10Y | -15.5% | +266.4% | -281.9% | -65.7% |
| All | +193.5% | +758.3% | -564.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 all: compounded portfolio wealth divided by compounded BN 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…
all analysis · Full analysis span regression · 6 months rolling