+39.1%
BP vs APTV
-56.4%
+95.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.1% |
| 7D | +4.0% | -1.2% | +5.1% | +4.0% |
| 30D | +7.8% | -10.6% | +18.5% | +9.0% |
| 3M | +8.4% | -35.0% | +43.4% | +13.3% |
| 6M | +15.1% | -38.9% | +54.0% | +21.6% |
| YTD | +36.4% | -41.5% | +77.9% | +44.7% |
| 1Y | +40.9% | -45.8% | +86.7% | +51.2% |
| All | +39.1% | -56.4% | +95.5% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling