-2.1%
BROS vs APTV
-74.2%
+72.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +6.3% | -1.7% | +8.1% | +7.2% |
| 30D | -8.3% | -11.6% | +3.2% | -2.5% |
| 3M | -29.8% | -21.2% | -8.6% | -21.7% |
| 6M | -25.8% | -28.5% | +2.7% | -16.2% |
| YTD | -41.4% | -49.1% | +7.7% | -22.7% |
| 1Y | -35.2% | -52.2% | +17.0% | -11.7% |
| 3Y | +32.8% | -48.6% | +81.4% | +64.2% |
| 5Y | -42.2% | -77.3% | +35.1% | -27.5% |
| All | -2.1% | -74.2% | +72.1% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling