+193.5%
APTV vs OMC
+210.1%
-16.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +4.5% |
| 7D | +4.8% | -6.4% | +11.2% | +8.7% |
| 30D | +2.0% | +1.1% | +0.9% | +1.1% |
| 3M | -34.2% | +10.4% | -44.7% | -38.9% |
| 6M | -34.7% | -1.7% | -33.0% | -35.4% |
| YTD | -37.0% | +4.4% | -41.4% | -41.4% |
| 1Y | -40.4% | +8.4% | -48.8% | -46.5% |
| 3Y | -54.1% | +14.4% | -68.5% | -61.3% |
| 5Y | -68.0% | +33.9% | -101.9% | -76.1% |
| 10Y | -15.5% | +34.9% | -50.4% | -39.8% |
| All | +193.5% | +210.1% | -16.6% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling