-10.1%
OTIS vs APTV
-46.4%
+36.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.6% | -0.8% | +3.5% |
| 7D | +9.5% | -1.9% | +11.4% | +9.6% |
| 30D | +21.1% | -1.4% | +22.5% | +21.2% |
| 3M | +9.0% | -9.3% | +18.4% | +9.5% |
| 6M | +6.4% | -27.3% | +33.8% | +7.7% |
| YTD | -7.1% | -43.1% | +36.0% | -4.2% |
| 1Y | -10.1% | -46.5% | +36.4% | -6.3% |
| All | -10.1% | -46.4% | +36.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling