-67.1%
BAX vs APTV
-69.9%
+2.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.3% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | -12.2% | -10.6% | -1.5% | -10.1% |
| 3M | +21.8% | -35.0% | +56.8% | +32.6% |
| 6M | +36.3% | -38.9% | +75.2% | +49.2% |
| YTD | +27.8% | -41.5% | +69.3% | +40.9% |
| 1Y | -0.1% | -45.8% | +45.8% | +12.1% |
| 3Y | -33.3% | -55.7% | +22.4% | -25.1% |
| 5Y | -67.1% | -70.1% | +3.0% | -62.6% |
| All | -67.1% | -69.9% | +2.8% | -62.6% |
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 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