+179.6%
APTV vs MOH
+855.5%
-675.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -7.9% | +3.0% | -10.9% | -8.5% |
| 3M | -29.9% | +1.2% | -31.1% | -30.3% |
| 6M | -36.6% | +41.7% | -78.3% | -41.5% |
| YTD | -40.0% | +15.4% | -55.4% | -43.2% |
| 1Y | -44.0% | +11.8% | -55.8% | -47.1% |
| 3Y | -54.5% | -37.5% | -17.0% | -53.5% |
| 5Y | -68.8% | -20.6% | -48.2% | -70.3% |
| 10Y | -16.9% | +255.8% | -272.7% | -43.3% |
| All | +179.6% | +855.5% | -675.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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