+72.9%
BAC vs APTV
-69.4%
+142.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.9% |
| 7D | +1.2% | +2.0% | -0.8% | +0.5% |
| 30D | -0.7% | -7.7% | +7.0% | +1.5% |
| 3M | +16.9% | -34.0% | +50.9% | +31.1% |
| 6M | +29.6% | -37.1% | +66.7% | +45.8% |
| YTD | +15.3% | -39.9% | +55.2% | +31.3% |
| 1Y | +28.8% | -44.4% | +73.3% | +50.2% |
| 3Y | +136.4% | -54.5% | +190.9% | +186.8% |
| 5Y | +72.9% | -69.1% | +142.0% | +129.7% |
| All | +72.9% | -69.4% | +142.3% | +129.7% |
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