-58.3%
APTV vs OUST
-68.5%
+10.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.0% | +3.4% | -4.5% |
| 7D | -8.1% | -5.0% | -3.0% | -7.6% |
| 30D | -8.7% | -32.0% | +23.4% | -5.0% |
| 3M | -13.1% | -32.4% | +19.3% | -10.0% |
| 6M | -25.5% | +6.7% | -32.2% | -29.5% |
| YTD | -46.3% | +41.0% | -87.3% | -51.5% |
| 1Y | -51.1% | +18.0% | -69.1% | -55.1% |
| 3Y | -47.3% | +560.6% | -607.9% | -65.9% |
| 5Y | -76.7% | -55.1% | -21.5% | -80.3% |
| All | -58.3% | -68.5% | +10.2% | -64.5% |
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