+397.7%
BAC vs APTV
-21.3%
+419.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.4% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | -1.4% | -10.6% | +9.3% | +2.6% |
| 3M | +15.7% | -35.0% | +50.8% | +33.8% |
| 6M | +32.2% | -38.9% | +71.1% | +53.9% |
| YTD | +15.8% | -41.5% | +57.3% | +36.6% |
| 1Y | +27.3% | -45.8% | +73.1% | +54.0% |
| 3Y | +137.5% | -55.7% | +193.2% | +198.3% |
| 5Y | +73.1% | -70.1% | +143.2% | +145.6% |
| 10Y | +397.7% | -19.1% | +416.8% | +357.2% |
| All | +397.7% | -21.3% | +419.1% | +357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling