+179.9%
APTV vs BR
+938.6%
-758.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -3.2% |
| 7D | +2.0% | -5.9% | +7.9% | +5.6% |
| 30D | -7.7% | +1.9% | -9.6% | -9.0% |
| 3M | -34.0% | +14.7% | -48.7% | -40.4% |
| 6M | -37.1% | -12.8% | -24.3% | -33.2% |
| YTD | -39.9% | -23.0% | -16.9% | -31.5% |
| 1Y | -44.4% | -31.7% | -12.8% | -31.7% |
| 3Y | -54.5% | -4.8% | -49.7% | -56.0% |
| 5Y | -69.1% | +7.8% | -76.9% | -73.0% |
| 10Y | -20.0% | +184.1% | -204.1% | -65.1% |
| All | +179.9% | +938.6% | -758.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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