-36.9%
BAX vs APTV
-21.3%
-15.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.4% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | -12.2% | -10.6% | -1.5% | -10.4% |
| 3M | +21.8% | -35.0% | +56.8% | +30.9% |
| 6M | +36.3% | -38.9% | +75.2% | +47.2% |
| YTD | +27.8% | -41.5% | +69.3% | +38.9% |
| 1Y | -0.1% | -45.8% | +45.8% | +10.2% |
| 3Y | -33.3% | -55.7% | +22.4% | -26.0% |
| 5Y | -67.1% | -70.1% | +3.0% | -62.2% |
| 10Y | -36.9% | -19.1% | -17.8% | -36.0% |
| All | -36.9% | -21.3% | -15.6% | -36.0% |
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