-55.4%
APTV vs BTI
+105.9%
-161.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | -10.6% | -4.8% | -5.9% | -10.4% |
| 3M | -35.0% | -8.1% | -26.9% | -34.6% |
| 6M | -38.9% | -4.2% | -34.7% | -38.8% |
| YTD | -41.5% | -1.3% | -40.2% | -41.6% |
| 1Y | -45.8% | +2.1% | -47.9% | -46.0% |
| All | -55.4% | +105.9% | -161.3% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling