-54.5%
APTV vs BUD
+48.7%
-103.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.4% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -7.7% | -4.8% | -2.9% | -6.4% |
| 3M | -34.0% | +1.4% | -35.4% | -34.5% |
| 6M | -37.1% | +9.9% | -47.0% | -39.5% |
| YTD | -39.9% | +26.3% | -66.2% | -45.4% |
| 1Y | -44.4% | +36.1% | -80.6% | -50.9% |
| 3Y | -54.5% | +48.6% | -103.1% | -61.4% |
| All | -54.5% | +48.7% | -103.2% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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