+179.9%
APTV vs BNS
+277.6%
-97.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.7% |
| 7D | +2.0% | +1.8% | +0.2% | +0.4% |
| 30D | -7.7% | +4.5% | -12.2% | -11.6% |
| 3M | -34.0% | +15.8% | -49.8% | -42.1% |
| 6M | -37.1% | +31.5% | -68.6% | -50.5% |
| YTD | -39.9% | +28.6% | -68.5% | -51.9% |
| 1Y | -44.4% | +48.2% | -92.6% | -60.7% |
| 3Y | -54.5% | +130.8% | -185.3% | -78.3% |
| 5Y | -69.1% | +94.9% | -164.0% | -82.8% |
| 10Y | -20.0% | +179.6% | -199.6% | -66.3% |
| All | +179.9% | +277.6% | -97.8% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling