-32.0%
BAX vs APTV
-54.7%
+22.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.9% | -2.7% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | -9.7% | -7.7% | -2.0% | -8.1% |
| 3M | +29.3% | -34.0% | +63.3% | +41.3% |
| 6M | +40.7% | -37.1% | +77.8% | +54.1% |
| YTD | +30.3% | -39.9% | +70.2% | +44.0% |
| 1Y | +3.4% | -44.4% | +47.8% | +16.6% |
| 3Y | -32.0% | -54.5% | +22.5% | -28.6% |
| All | -32.0% | -54.7% | +22.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling