+32.8%
BROS vs APTV
-48.7%
+81.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +6.3% | -1.7% | +8.1% | +7.1% |
| 30D | -8.3% | -11.6% | +3.2% | -3.5% |
| 3M | -29.8% | -21.2% | -8.6% | -23.2% |
| 6M | -25.8% | -28.5% | +2.7% | -18.3% |
| YTD | -41.4% | -49.1% | +7.7% | -26.2% |
| 1Y | -35.2% | -52.2% | +17.0% | -16.2% |
| 3Y | +32.8% | -48.6% | +81.4% | +46.8% |
| All | +32.8% | -48.7% | +81.5% | +46.8% |
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