-55.4%
APTV vs OMC
+9.5%
-64.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.5% |
| 7D | -1.2% | -4.2% | +3.1% | +0.2% |
| 30D | -10.6% | -7.5% | -3.1% | -8.5% |
| 3M | -35.0% | +4.6% | -39.6% | -36.4% |
| 6M | -38.9% | -4.8% | -34.1% | -38.2% |
| YTD | -41.5% | -1.0% | -40.5% | -42.0% |
| 1Y | -45.8% | +3.8% | -49.7% | -48.1% |
| All | -55.4% | +9.5% | -64.9% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling