+193.5%
APTV vs COO
+377.6%
-184.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.8% |
| 7D | +4.8% | -2.2% | +7.0% | +6.0% |
| 30D | +2.0% | -7.0% | +9.0% | +5.9% |
| 3M | -34.2% | +12.2% | -46.4% | -38.7% |
| 6M | -34.7% | -15.1% | -19.6% | -29.6% |
| YTD | -37.0% | -15.1% | -21.9% | -32.1% |
| 1Y | -40.4% | +2.3% | -42.7% | -42.3% |
| 3Y | -54.1% | -23.7% | -30.4% | -50.0% |
| 5Y | -68.0% | -38.9% | -29.1% | -61.3% |
| 10Y | -15.5% | +49.9% | -65.4% | -31.5% |
| All | +193.5% | +377.6% | -184.1% | +70.2% |
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