+193.5%
APTV vs BWA
+181.6%
+11.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.0% |
| 7D | +4.8% | +5.7% | -0.9% | +0.6% |
| 30D | +2.0% | +1.4% | +0.6% | +0.8% |
| 3M | -34.2% | -12.1% | -22.2% | -28.0% |
| 6M | -34.7% | +28.6% | -63.2% | -46.7% |
| YTD | -37.0% | +51.1% | -88.1% | -56.5% |
| 1Y | -40.4% | +55.9% | -96.3% | -60.1% |
| 3Y | -54.1% | +70.1% | -124.2% | -71.6% |
| 5Y | -68.0% | +90.7% | -158.7% | -81.9% |
| 10Y | -15.5% | +154.0% | -169.5% | -63.2% |
| All | +193.5% | +181.6% | +11.9% | +18.6% |
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