-16.1%
BA vs APTV
-48.7%
+32.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -0.6% | -5.0% | +4.4% | +0.8% |
| 30D | -8.0% | -12.3% | +4.3% | -4.9% |
| 3M | -25.8% | -19.9% | -5.9% | -21.5% |
| 6M | -27.6% | -29.4% | +1.8% | -22.4% |
| YTD | -21.0% | -49.0% | +28.0% | -7.2% |
| 1Y | -12.3% | -53.1% | +40.8% | +5.9% |
| All | -16.1% | -48.7% | +32.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling