+135.8%
BP vs APTV
-69.4%
+205.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.1% | +3.3% |
| 7D | +0.9% | +2.0% | -1.0% | +0.5% |
| 30D | +9.1% | -7.7% | +16.8% | +10.6% |
| 3M | +3.9% | -34.0% | +37.9% | +11.5% |
| 6M | +13.6% | -37.1% | +50.7% | +22.5% |
| YTD | +34.0% | -39.9% | +73.9% | +45.3% |
| 1Y | +39.2% | -44.4% | +83.6% | +53.3% |
| 3Y | +36.4% | -54.5% | +90.9% | +53.0% |
| 5Y | +135.8% | -69.1% | +204.9% | +178.9% |
| All | +135.8% | -69.4% | +205.2% | +178.9% |
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 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