-46.5%
APTV vs ONTO
+658.6%
-705.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +0.8% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +2.0% | -2.9% | +4.9% | +1.8% |
| 3M | -34.2% | -2.5% | -31.8% | -37.2% |
| 6M | -34.7% | +28.2% | -62.9% | -45.2% |
| YTD | -37.0% | +69.8% | -106.8% | -53.3% |
| 1Y | -40.4% | +162.9% | -203.3% | -63.9% |
| 3Y | -54.1% | +95.9% | -150.1% | -74.6% |
| 5Y | -68.0% | +244.5% | -312.5% | -88.4% |
| All | -46.5% | +658.6% | -705.1% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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