-55.4%
APTV vs BWA
+67.1%
-122.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.1% |
| 30D | -10.6% | -5.6% | -5.1% | -7.4% |
| 3M | -35.0% | -10.7% | -24.3% | -30.2% |
| 6M | -38.9% | +23.2% | -62.1% | -46.8% |
| YTD | -41.5% | +46.0% | -87.5% | -57.4% |
| 1Y | -45.8% | +51.2% | -97.0% | -61.8% |
| All | -55.4% | +67.1% | -122.5% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling