-34.8%
BROS vs APTV
-39.9%
+5.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.1% |
| 7D | -6.7% | +4.8% | -11.5% | -7.9% |
| 30D | -29.1% | +2.0% | -31.1% | -29.5% |
| 3M | -16.7% | -34.2% | +17.5% | -5.4% |
| 6M | -11.6% | -34.7% | +23.1% | -0.1% |
| YTD | -23.9% | -37.0% | +13.1% | -14.8% |
| 1Y | -34.8% | -40.4% | +5.6% | -27.0% |
| All | -34.8% | -39.9% | +5.1% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling