+1,038.1%
BAC vs APTV
+143.1%
+895.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +2.1% | -4.3% | +6.3% | +3.8% |
| 30D | -6.7% | -9.7% | +3.0% | -3.0% |
| 3M | -20.2% | -20.6% | +0.3% | -13.0% |
| 6M | -0.2% | -31.7% | +31.5% | +12.7% |
| YTD | -6.4% | -48.0% | +41.6% | +17.0% |
| 1Y | -3.1% | -52.1% | +49.0% | +25.1% |
| 3Y | +96.7% | -47.9% | +144.6% | +132.9% |
| 5Y | +21.3% | -76.9% | +98.2% | +97.6% |
| 10Y | +237.7% | -26.7% | +264.4% | +177.8% |
| All | +1,038.1% | +143.1% | +895.0% | +256.8% |
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 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