+143.5%
BP vs APTV
+142.1%
+1.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.8% | -8.9% | +8.1% | +2.0% |
| 30D | -3.1% | -9.5% | +6.4% | -0.5% |
| 3M | +6.2% | -20.6% | +26.7% | +13.1% |
| 6M | +4.8% | -28.9% | +33.7% | +13.4% |
| YTD | +35.2% | -48.2% | +83.4% | +59.5% |
| 1Y | +27.4% | -51.7% | +79.1% | +53.6% |
| 3Y | +49.8% | -48.1% | +97.9% | +68.4% |
| 5Y | +109.4% | -76.7% | +186.1% | +200.6% |
| 10Y | +135.7% | -25.6% | +161.3% | +98.5% |
| All | +143.5% | +142.1% | +1.4% | +20.2% |
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