+22.6%
BROS vs APTV
-70.4%
+93.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.8% |
| 7D | -6.6% | -1.2% | -5.4% | -6.2% |
| 30D | -12.3% | -10.6% | -1.7% | -8.0% |
| 3M | -22.2% | -35.0% | +12.8% | -6.8% |
| 6M | -14.3% | -38.9% | +24.6% | +4.3% |
| YTD | -26.6% | -41.5% | +14.9% | -9.4% |
| 1Y | -31.5% | -45.8% | +14.3% | -12.2% |
| 3Y | +62.3% | -55.7% | +118.0% | +118.8% |
| All | +22.6% | -70.4% | +93.0% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling