+24.9%
BIL vs APTV
+194.6%
-169.7%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | +0.3% | +2.0% | -1.7% | +0.3% |
| 3M | +0.9% | -34.2% | +35.2% | +0.9% |
| 6M | +1.8% | -34.7% | +36.5% | +1.8% |
| YTD | +2.4% | -37.0% | +39.4% | +2.4% |
| 1Y | +3.7% | -40.4% | +44.1% | +3.7% |
| 3Y | +14.2% | -54.1% | +68.3% | +14.2% |
| 5Y | +19.4% | -68.0% | +87.4% | +19.4% |
| 10Y | +25.2% | -15.5% | +40.7% | +25.2% |
| All | +24.9% | +194.6% | -169.7% | +24.9% |
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