-54.2%
APTV vs BNS
+129.0%
-183.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.1% |
| 7D | -1.8% | -2.2% | +0.4% | -0.3% |
| 30D | -7.9% | +4.5% | -12.4% | -11.0% |
| 3M | -29.9% | +14.9% | -44.8% | -36.6% |
| 6M | -36.6% | +32.5% | -69.1% | -48.1% |
| YTD | -40.0% | +28.6% | -68.6% | -49.9% |
| 1Y | -44.0% | +48.4% | -92.4% | -57.8% |
| All | -54.2% | +129.0% | -183.2% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling