-51.1%
APTV vs OUST
-62.4%
+11.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.9% |
| 7D | +4.8% | +5.2% | -0.4% | +4.2% |
| 30D | +2.0% | -19.3% | +21.3% | +4.2% |
| 3M | -34.2% | -22.6% | -11.6% | -34.1% |
| 6M | -34.7% | +62.8% | -97.4% | -41.2% |
| YTD | -37.0% | +68.3% | -105.3% | -43.8% |
| 1Y | -40.4% | +28.5% | -68.9% | -46.0% |
| 3Y | -54.1% | +554.0% | -608.1% | -70.0% |
| 5Y | -68.0% | -56.2% | -11.8% | -73.0% |
| All | -51.1% | -62.4% | +11.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling