+21.8%
BAX vs APTV
+194.6%
-172.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.4% |
| 7D | -1.1% | +4.8% | -6.0% | -2.1% |
| 30D | -5.5% | +2.0% | -7.5% | -5.9% |
| 3M | +33.5% | -34.2% | +67.8% | +44.1% |
| 6M | +35.9% | -34.7% | +70.5% | +45.9% |
| YTD | +35.4% | -37.0% | +72.3% | +46.2% |
| 1Y | +9.8% | -40.4% | +50.2% | +19.9% |
| 3Y | -32.7% | -54.1% | +21.4% | -24.8% |
| 5Y | -65.6% | -68.0% | +2.5% | -60.0% |
| 10Y | -34.9% | -15.5% | -19.4% | -41.7% |
| All | +21.8% | +194.6% | -172.8% | -30.6% |
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 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