+65.9%
BLK vs APTV
-55.4%
+121.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.3% | -5.0% | +1.7% | -2.2% |
| 30D | -6.5% | -6.1% | -0.5% | -5.3% |
| 3M | +6.7% | -33.0% | +39.7% | +16.4% |
| 6M | +14.7% | -35.2% | +50.0% | +25.0% |
| YTD | +2.5% | -40.1% | +42.7% | +13.5% |
| 1Y | -2.8% | -45.6% | +42.8% | +10.1% |
| 3Y | +65.9% | -54.4% | +120.2% | +86.8% |
| All | +65.9% | -55.4% | +121.3% | +86.8% |
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