-2.5%
BND vs APTV
-69.7%
+67.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | -1.0% | -7.9% | +7.0% | -0.8% |
| 3M | -1.2% | -29.9% | +28.7% | -0.6% |
| 6M | -2.0% | -36.6% | +34.6% | -1.3% |
| YTD | -1.2% | -40.0% | +38.8% | -0.4% |
| 1Y | -0.5% | -44.0% | +43.6% | +0.5% |
| 3Y | +12.4% | -54.5% | +66.9% | +13.5% |
| 5Y | -2.5% | -68.8% | +66.3% | -2.3% |
| All | -2.5% | -69.7% | +67.2% | -2.3% |
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 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