+1,307.5%
BAC vs APTV
+194.6%
+1,113.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -1.3% |
| 7D | +1.1% | +4.8% | -3.7% | -0.9% |
| 30D | -0.4% | +2.0% | -2.4% | -1.5% |
| 3M | +16.9% | -34.2% | +51.1% | +36.3% |
| 6M | +26.6% | -34.7% | +61.3% | +45.5% |
| YTD | +15.8% | -37.0% | +52.8% | +34.5% |
| 1Y | +27.2% | -40.4% | +67.6% | +50.4% |
| 3Y | +132.4% | -54.1% | +186.5% | +193.5% |
| 5Y | +72.6% | -68.0% | +140.6% | +144.6% |
| 10Y | +389.7% | -15.5% | +405.3% | +282.5% |
| All | +1,307.5% | +194.6% | +1,113.0% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling