+60.7%
BMY vs APTV
-16.1%
+76.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -4.8% | -5.0% | +0.3% | -4.3% |
| 30D | -0.1% | -6.1% | +6.0% | +0.5% |
| 3M | +13.1% | -33.0% | +46.1% | +17.5% |
| 6M | +8.4% | -35.2% | +43.6% | +12.5% |
| YTD | +22.0% | -40.1% | +62.1% | +27.5% |
| 1Y | +40.3% | -45.6% | +85.9% | +48.0% |
| 3Y | +20.5% | -54.4% | +74.9% | +27.8% |
| 5Y | +23.7% | -68.9% | +92.6% | +34.8% |
| All | +60.7% | -16.1% | +76.8% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling