-59.8%
APTV vs OUST
-64.1%
+4.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.5% | -5.0% |
| 7D | -10.2% | +17.0% | -27.2% | -12.0% |
| 30D | -10.8% | -16.5% | +5.7% | -9.5% |
| 3M | -14.8% | -23.7% | +8.8% | -13.1% |
| 6M | -30.6% | +18.4% | -48.9% | -35.1% |
| YTD | -48.2% | +60.8% | -109.0% | -54.0% |
| 1Y | -52.0% | +44.2% | -96.2% | -56.9% |
| 3Y | -47.0% | +668.1% | -715.1% | -66.3% |
| 5Y | -77.5% | -48.8% | -28.6% | -81.3% |
| All | -59.8% | -64.1% | +4.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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