+179.9%
APTV vs COPX
+219.5%
-39.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -6.6% |
| 7D | +2.0% | +5.8% | -3.8% | -0.9% |
| 30D | -7.7% | +7.2% | -14.9% | -11.2% |
| 3M | -34.0% | +16.5% | -50.5% | -39.9% |
| 6M | -37.1% | +18.4% | -55.5% | -44.1% |
| YTD | -39.9% | +31.9% | -71.8% | -50.4% |
| 1Y | -44.4% | +88.5% | -132.9% | -62.3% |
| 3Y | -54.5% | +173.1% | -227.6% | -75.6% |
| 5Y | -69.1% | +193.1% | -262.2% | -84.5% |
| 10Y | -20.0% | +591.7% | -611.7% | -74.8% |
| All | +179.9% | +219.5% | -39.6% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling