+142.2%
APTV vs BUD
+108.3%
+33.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | -4.3% | +6.0% | -10.3% | -7.4% |
| 30D | -9.7% | +11.3% | -20.9% | -15.1% |
| 3M | -20.6% | +3.6% | -24.1% | -22.4% |
| 6M | -31.7% | +7.7% | -39.4% | -35.2% |
| YTD | -48.0% | +36.4% | -84.4% | -57.6% |
| 1Y | -52.1% | +37.8% | -89.9% | -61.2% |
| 3Y | -47.9% | +51.2% | -99.1% | -61.1% |
| 5Y | -76.9% | +53.4% | -130.3% | -83.2% |
| 10Y | -26.7% | -3.2% | -23.5% | -40.6% |
| All | +142.2% | +108.3% | +33.9% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling