-40.4%
APTV vs COPX
+84.7%
-125.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +4.8% | -4.0% | +8.8% | +5.8% |
| 30D | +2.0% | +4.5% | -2.5% | +0.9% |
| 3M | -34.2% | +0.8% | -35.1% | -34.6% |
| 6M | -34.7% | +3.2% | -37.8% | -36.2% |
| YTD | -37.0% | +26.7% | -63.7% | -41.6% |
| 1Y | -40.4% | +85.7% | -126.1% | -45.9% |
| All | -40.4% | +84.7% | -125.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling