-18.4%
APTV vs BTI
+73.8%
-92.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -6.1% | -1.1% | -5.0% | -5.8% |
| 3M | -33.0% | -8.8% | -24.2% | -30.7% |
| 6M | -35.2% | -4.0% | -31.3% | -34.9% |
| YTD | -40.1% | +0.4% | -40.5% | -41.2% |
| 1Y | -45.6% | +1.9% | -47.5% | -47.1% |
| 3Y | -54.4% | +108.5% | -162.9% | -69.2% |
| 5Y | -68.9% | +118.5% | -187.4% | -79.4% |
| All | -18.4% | +73.8% | -92.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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