-11.5%
BA vs APTV
-52.5%
+41.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.7% | -9.8% | +8.0% | -0.2% |
| 30D | -9.5% | -8.9% | -0.6% | -8.2% |
| 3M | -26.5% | -19.5% | -7.0% | -24.1% |
| 6M | -27.4% | -31.1% | +3.7% | -24.7% |
| YTD | -20.6% | -47.5% | +26.9% | -14.5% |
| All | -11.5% | -52.5% | +41.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling