-77.5%
APTV vs OUST
-53.0%
-24.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.4% | +0.8% |
| 7D | -1.7% | -3.8% | +2.0% | -1.4% |
| 30D | -11.6% | +5.1% | -16.6% | -12.7% |
| 3M | -21.2% | -25.8% | +4.6% | -19.3% |
| 6M | -28.5% | -2.0% | -26.5% | -31.5% |
| YTD | -49.1% | +54.7% | -103.8% | -55.0% |
| 1Y | -52.2% | +48.8% | -101.0% | -57.6% |
| 3Y | -48.6% | +607.8% | -656.5% | -68.5% |
| All | -77.5% | -53.0% | -24.4% | -80.3% |
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 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