-70.6%
APTV vs OSCR
-9.5%
-61.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.4% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -7.9% | +16.5% | -24.4% | -9.5% |
| 3M | -29.9% | +17.0% | -46.9% | -31.3% |
| 6M | -36.6% | +145.0% | -181.5% | -43.3% |
| YTD | -40.0% | +126.7% | -166.7% | -46.0% |
| 1Y | -44.0% | +67.2% | -111.3% | -48.4% |
| 3Y | -54.5% | +405.1% | -459.6% | -66.0% |
| 5Y | -68.8% | +86.2% | -155.0% | -77.2% |
| All | -70.6% | -9.5% | -61.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling