-48.5%
APTV vs BWA
+64.3%
-112.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -5.0% | +7.3% | -12.3% | -9.1% |
| 30D | -12.3% | -15.8% | +3.5% | -3.0% |
| 3M | -19.9% | -25.7% | +5.8% | -4.7% |
| 6M | -29.4% | -19.6% | -9.8% | -19.8% |
| YTD | -49.0% | +14.1% | -63.1% | -56.6% |
| 1Y | -53.1% | +12.2% | -65.2% | -59.6% |
| All | -48.5% | +64.3% | -112.8% | -68.1% |
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