-18.4%
APTV vs BRO
+294.2%
-312.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.0% | -7.3% | +2.3% | -1.1% |
| 30D | -6.1% | -6.9% | +0.8% | -2.6% |
| 3M | -33.0% | +10.7% | -43.7% | -37.4% |
| 6M | -35.2% | -2.7% | -32.5% | -35.6% |
| YTD | -40.1% | -16.3% | -23.8% | -35.5% |
| 1Y | -45.6% | -29.1% | -16.5% | -35.5% |
| 3Y | -54.4% | -7.8% | -46.5% | -57.3% |
| 5Y | -68.9% | +18.7% | -87.6% | -76.8% |
| All | -18.4% | +294.2% | -312.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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