+25.3%
BIL vs APTV
+143.1%
-117.8%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | 0.0% | -9.7% | +9.6% | 0.0% |
| 3M | +0.6% | -20.6% | +21.2% | +0.6% |
| 6M | +1.5% | -31.7% | +33.2% | +1.5% |
| YTD | +2.8% | -48.0% | +50.8% | +2.8% |
| 1Y | +3.3% | -52.1% | +55.4% | +3.3% |
| 3Y | +13.4% | -47.9% | +61.3% | +13.4% |
| 5Y | +19.8% | -76.9% | +96.8% | +19.8% |
| 10Y | +25.7% | -26.7% | +52.4% | +25.6% |
| All | +25.3% | +143.1% | -117.8% | +25.3% |
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