+141.2%
APTV vs COO
+331.9%
-190.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -8.9% | -2.3% | -6.6% | -7.8% |
| 30D | -9.5% | +13.3% | -22.8% | -15.1% |
| 3M | -20.6% | -18.1% | -2.5% | -13.1% |
| 6M | -28.9% | +6.7% | -35.6% | -33.0% |
| YTD | -48.2% | -23.2% | -25.0% | -42.0% |
| 1Y | -51.7% | -12.3% | -39.4% | -49.8% |
| 3Y | -48.1% | -23.6% | -24.5% | -44.3% |
| 5Y | -76.7% | -38.7% | -38.0% | -72.1% |
| 10Y | -25.6% | +42.2% | -67.8% | -38.4% |
| All | +141.2% | +331.9% | -190.7% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling