-76.9%
APTV vs OUST
-49.4%
-27.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -4.3% | +31.9% | -36.2% | -7.6% |
| 30D | -9.7% | -4.2% | -5.4% | -9.8% |
| 3M | -20.6% | -9.3% | -11.3% | -20.6% |
| 6M | -31.7% | +51.7% | -83.4% | -38.3% |
| YTD | -48.0% | +76.6% | -124.6% | -54.7% |
| 1Y | -52.1% | +48.9% | -101.0% | -57.5% |
| 3Y | -47.9% | +675.3% | -723.1% | -68.3% |
| 5Y | -76.9% | -44.0% | -32.9% | -79.6% |
| All | -76.9% | -49.4% | -27.5% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling