-26.4%
BA vs APTV
-77.5%
+51.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -1.7% | +0.7% | -0.5% |
| 30D | -7.1% | -11.6% | +4.5% | -3.0% |
| 3M | -25.5% | -21.2% | -4.3% | -19.1% |
| 6M | -28.7% | -28.5% | -0.2% | -21.8% |
| YTD | -21.0% | -49.1% | +28.1% | -1.9% |
| 1Y | -11.9% | -52.2% | +40.3% | +12.3% |
| 3Y | -16.2% | -48.6% | +32.5% | -2.2% |
| All | -26.4% | -77.5% | +51.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling