+243.2%
BMY vs APTV
+138.1%
+105.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +7.0% | -11.6% | +18.6% | +8.7% |
| 3M | -0.9% | -21.2% | +20.3% | +2.1% |
| 6M | +14.9% | -28.5% | +43.5% | +18.8% |
| YTD | +22.8% | -49.1% | +71.9% | +32.3% |
| 1Y | +36.2% | -52.2% | +88.4% | +47.9% |
| 3Y | +45.7% | -48.6% | +94.3% | +53.6% |
| 5Y | +31.3% | -77.3% | +108.5% | +53.0% |
| 10Y | +60.6% | -26.9% | +87.5% | +39.8% |
| All | +243.2% | +138.1% | +105.2% | +131.3% |
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