-40.4%
APTV vs OMC
+9.8%
-50.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +3.2% |
| 7D | +4.8% | -6.4% | +11.2% | +5.1% |
| 30D | +2.0% | +1.1% | +0.9% | +1.9% |
| 3M | -34.2% | +10.4% | -44.7% | -34.3% |
| 6M | -34.7% | -1.7% | -33.0% | -34.3% |
| YTD | -37.0% | +4.4% | -41.4% | -36.0% |
| 1Y | -40.4% | +8.4% | -48.8% | -41.1% |
| All | -40.4% | +9.8% | -50.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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