-70.1%
APTV vs BWA
+89.5%
-159.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -10.6% | -5.6% | -5.1% | -6.8% |
| 3M | -35.0% | -10.7% | -24.3% | -29.5% |
| 6M | -38.9% | +23.2% | -62.1% | -48.6% |
| YTD | -41.5% | +46.0% | -87.5% | -59.5% |
| 1Y | -45.8% | +51.2% | -97.0% | -63.9% |
| 3Y | -55.7% | +69.6% | -125.3% | -73.8% |
| 5Y | -70.1% | +86.6% | -156.7% | -85.1% |
| All | -70.1% | +89.5% | -159.6% | -85.1% |
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 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