+141.2%
APTV vs BUD
+103.5%
+37.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.9% |
| 7D | -8.9% | +0.5% | -9.4% | -9.2% |
| 30D | -9.5% | +7.4% | -16.9% | -13.3% |
| 3M | -20.6% | +4.3% | -24.9% | -22.8% |
| 6M | -28.9% | +5.3% | -34.2% | -31.7% |
| YTD | -48.2% | +33.2% | -81.4% | -57.2% |
| 1Y | -51.7% | +31.8% | -83.5% | -59.8% |
| 3Y | -48.1% | +47.8% | -95.9% | -60.7% |
| 5Y | -76.7% | +50.2% | -126.8% | -82.8% |
| 10Y | -25.6% | -4.8% | -20.8% | -39.2% |
| All | +141.2% | +103.5% | +37.7% | +31.9% |
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