-48.3%
APTV vs BTSG
+416.6%
-464.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -1.2% | +2.9% | -4.0% | -1.8% |
| 30D | -10.6% | +0.9% | -11.5% | -11.0% |
| 3M | -35.0% | +1.6% | -36.6% | -36.0% |
| 6M | -38.9% | +46.8% | -85.7% | -45.0% |
| YTD | -41.5% | +65.5% | -107.0% | -48.9% |
| 1Y | -45.8% | +136.2% | -182.1% | -56.7% |
| All | -48.3% | +416.6% | -464.9% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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