-18.4%
APTV vs BNS
+188.9%
-207.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -6.1% | +3.5% | -9.5% | -9.4% |
| 3M | -33.0% | +14.1% | -47.1% | -40.9% |
| 6M | -35.2% | +33.8% | -69.0% | -50.7% |
| YTD | -40.1% | +29.5% | -69.6% | -53.2% |
| 1Y | -45.6% | +48.4% | -94.0% | -62.6% |
| 3Y | -54.4% | +129.6% | -184.0% | -79.4% |
| 5Y | -68.9% | +96.1% | -165.0% | -83.6% |
| All | -18.4% | +188.9% | -207.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling