+137.2%
APTV vs BWA
+112.2%
+25.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -1.7% | +4.3% | -6.0% | -4.9% |
| 30D | -11.6% | -13.0% | +1.4% | -2.5% |
| 3M | -21.2% | -24.8% | +3.6% | -3.7% |
| 6M | -28.5% | -23.5% | -5.0% | -13.9% |
| YTD | -49.1% | +13.8% | -62.9% | -57.0% |
| 1Y | -52.2% | +13.4% | -65.6% | -59.6% |
| 3Y | -48.6% | +62.8% | -111.4% | -67.7% |
| 5Y | -77.3% | +28.5% | -105.7% | -82.8% |
| 10Y | -26.9% | +95.4% | -122.2% | -61.6% |
| All | +137.2% | +112.2% | +25.0% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling