+31.9%
BND vs APTV
+180.9%
-149.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | 0.0% |
| 7D | +0.1% | +2.0% | -1.8% | +0.1% |
| 30D | -0.4% | -7.7% | +7.4% | -0.3% |
| 3M | -0.2% | -34.0% | +33.8% | +0.2% |
| 6M | -1.2% | -37.1% | +35.9% | -0.8% |
| YTD | -0.3% | -39.9% | +39.6% | +0.1% |
| 1Y | +0.4% | -44.4% | +44.8% | +0.9% |
| 3Y | +13.4% | -54.5% | +67.9% | +13.9% |
| 5Y | -1.5% | -69.1% | +67.6% | -1.0% |
| 10Y | +15.5% | -20.0% | +35.5% | +15.6% |
| All | +31.9% | +180.9% | -149.0% | +36.3% |
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