-77.2%
APTV vs BWA
+30.6%
-107.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -5.0% | +7.3% | -12.3% | -10.1% |
| 30D | -12.3% | -15.8% | +3.5% | -0.9% |
| 3M | -19.9% | -25.7% | +5.8% | -1.0% |
| 6M | -29.4% | -19.6% | -9.8% | -18.0% |
| YTD | -49.0% | +14.1% | -63.1% | -58.1% |
| 1Y | -53.1% | +12.2% | -65.2% | -61.0% |
| 3Y | -48.9% | +63.8% | -112.7% | -70.6% |
| 5Y | -77.2% | +28.7% | -106.0% | -85.3% |
| All | -77.2% | +30.6% | -107.9% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling