-28.3%
APTV vs OMC
+53.0%
-81.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.8% |
| 30D | -11.6% | +12.2% | -23.8% | -17.1% |
| 3M | -21.2% | +0.6% | -21.8% | -21.8% |
| 6M | -28.5% | +21.0% | -49.5% | -37.1% |
| YTD | -49.1% | +12.4% | -61.4% | -54.3% |
| 1Y | -52.2% | +25.4% | -77.6% | -60.1% |
| 3Y | -48.6% | +29.2% | -77.8% | -59.2% |
| 5Y | -77.3% | +52.6% | -129.9% | -84.0% |
| All | -28.3% | +53.0% | -81.3% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling