+65.6%
BROS vs APTV
-54.7%
+120.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | +0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.7% |
| 30D | -13.5% | -7.7% | -5.7% | -11.2% |
| 3M | -18.4% | -34.0% | +15.6% | -6.8% |
| 6M | -10.6% | -37.1% | +26.5% | +2.9% |
| YTD | -25.1% | -39.9% | +14.8% | -12.7% |
| 1Y | -28.6% | -44.4% | +15.8% | -14.4% |
| 3Y | +65.6% | -54.5% | +120.1% | +92.2% |
| All | +65.6% | -54.7% | +120.3% | +92.2% |
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 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