-18.4%
APTV vs BWA
+156.8%
-175.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.0% |
| 30D | -6.1% | -2.9% | -3.1% | -4.0% |
| 3M | -33.0% | -10.7% | -22.3% | -27.2% |
| 6M | -35.2% | +26.5% | -61.7% | -47.0% |
| YTD | -40.1% | +49.1% | -89.2% | -59.2% |
| 1Y | -45.6% | +52.1% | -97.7% | -63.8% |
| 3Y | -54.4% | +72.6% | -126.9% | -73.1% |
| 5Y | -68.9% | +89.4% | -158.3% | -83.2% |
| All | -18.4% | +156.8% | -175.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling