-19.1%
APTV vs COO
+36.7%
-55.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.6% | +0.9% |
| 7D | -1.2% | -9.0% | +7.8% | +4.2% |
| 30D | -10.6% | -16.8% | +6.2% | -0.9% |
| 3M | -35.0% | -7.5% | -27.5% | -32.4% |
| 6M | -38.9% | -16.3% | -22.6% | -33.1% |
| YTD | -41.5% | -22.5% | -19.0% | -33.1% |
| 1Y | -45.8% | -7.0% | -38.8% | -44.9% |
| 3Y | -55.7% | -27.5% | -28.2% | -50.3% |
| 5Y | -70.1% | -43.3% | -26.8% | -61.4% |
| 10Y | -19.1% | +37.6% | -56.7% | -30.3% |
| All | -19.1% | +36.7% | -55.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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