-70.7%
APTV vs OSCR
-9.0%
-61.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -6.1% | +10.7% | -16.7% | -7.1% |
| 3M | -33.0% | +13.4% | -46.3% | -34.1% |
| 6M | -35.2% | +144.6% | -179.8% | -42.1% |
| YTD | -40.1% | +128.0% | -168.2% | -46.2% |
| 1Y | -45.6% | +68.7% | -114.3% | -49.9% |
| 3Y | -54.4% | +398.8% | -453.1% | -65.8% |
| 5Y | -68.9% | +87.3% | -156.2% | -77.3% |
| All | -70.7% | -9.0% | -61.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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