-76.9%
APTV vs COO
-41.3%
-35.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -4.3% | +4.5% | -8.8% | -6.2% |
| 30D | -9.7% | +16.9% | -26.6% | -16.2% |
| 3M | -20.6% | -16.7% | -3.9% | -13.9% |
| 6M | -31.7% | +5.9% | -37.7% | -35.4% |
| YTD | -48.0% | -22.4% | -25.6% | -41.8% |
| 1Y | -52.1% | -10.1% | -42.0% | -50.7% |
| 3Y | -47.9% | -22.8% | -25.1% | -45.2% |
| 5Y | -76.9% | -41.4% | -35.5% | -73.0% |
| All | -76.9% | -41.3% | -35.6% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling