-69.3%
APTV vs BNS
+94.7%
-163.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | -6.1% | +3.5% | -9.5% | -9.1% |
| 3M | -33.0% | +14.1% | -47.1% | -40.4% |
| 6M | -35.2% | +33.8% | -69.0% | -49.7% |
| YTD | -40.1% | +29.5% | -69.6% | -52.3% |
| 1Y | -45.6% | +48.4% | -94.0% | -61.6% |
| 3Y | -54.4% | +129.6% | -184.0% | -78.2% |
| All | -69.3% | +94.7% | -163.9% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling