+178.7%
APTV vs BRO
+624.1%
-445.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.0% | -7.3% | +2.3% | -0.9% |
| 30D | -6.1% | -6.9% | +0.8% | -2.5% |
| 3M | -33.0% | +10.7% | -43.7% | -37.6% |
| 6M | -35.2% | -2.7% | -32.5% | -35.7% |
| YTD | -40.1% | -16.3% | -23.8% | -35.5% |
| 1Y | -45.6% | -29.1% | -16.5% | -35.6% |
| 3Y | -54.4% | -7.8% | -46.5% | -57.0% |
| 5Y | -68.9% | +18.7% | -87.6% | -76.3% |
| 10Y | -17.2% | +291.9% | -309.1% | -70.7% |
| All | +178.7% | +624.1% | -445.4% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling