-68.8%
APTV vs OMC
+31.0%
-99.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.9% |
| 7D | -1.8% | -6.2% | +4.4% | +1.3% |
| 30D | -7.9% | -7.6% | -0.4% | -4.5% |
| 3M | -29.9% | +7.4% | -37.3% | -33.3% |
| 6M | -36.6% | +0.1% | -36.7% | -37.7% |
| YTD | -40.0% | +0.4% | -40.4% | -42.1% |
| 1Y | -44.0% | +7.8% | -51.8% | -49.0% |
| 3Y | -54.5% | +11.8% | -66.4% | -61.5% |
| 5Y | -68.8% | +32.5% | -101.2% | -78.0% |
| All | -68.8% | +31.0% | -99.8% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling