-52.4%
APTV vs COO
-22.0%
-30.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.6% |
| 7D | +4.8% | -2.2% | +7.0% | +5.6% |
| 30D | +2.0% | -7.0% | +9.0% | +4.6% |
| 3M | -34.2% | +12.2% | -46.4% | -37.3% |
| 6M | -34.7% | -15.1% | -19.6% | -30.7% |
| YTD | -37.0% | -15.1% | -21.9% | -33.2% |
| 1Y | -40.4% | +2.3% | -42.7% | -41.5% |
| All | -52.4% | -22.0% | -30.4% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling