+141.2%
APTV vs BN
+797.2%
-656.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -8.9% | -2.4% | -6.5% | -7.3% |
| 30D | -9.5% | +13.5% | -23.0% | -17.2% |
| 3M | -20.6% | -5.9% | -14.6% | -17.4% |
| 6M | -28.9% | -8.9% | -19.9% | -24.8% |
| YTD | -48.2% | -7.9% | -40.3% | -46.1% |
| 1Y | -51.7% | -8.3% | -43.4% | -49.7% |
| 3Y | -48.1% | +100.8% | -148.9% | -69.8% |
| 5Y | -76.7% | +38.2% | -114.9% | -82.6% |
| 10Y | -25.6% | +302.3% | -328.0% | -71.5% |
| All | +141.2% | +797.2% | -656.0% | -41.4% |
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