+33.0%
BLK vs APTV
-69.3%
+102.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.3% | -5.0% | +1.7% | -1.7% |
| 30D | -6.5% | -6.1% | -0.5% | -4.7% |
| 3M | +6.7% | -33.0% | +39.7% | +21.0% |
| 6M | +14.7% | -35.2% | +50.0% | +29.8% |
| YTD | +2.5% | -40.1% | +42.7% | +18.7% |
| 1Y | -2.8% | -45.6% | +42.8% | +16.3% |
| 3Y | +65.9% | -54.4% | +120.2% | +105.4% |
| All | +33.0% | -69.3% | +102.3% | +81.6% |
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