-18.5%
OTIS vs APTV
-69.7%
+51.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.6% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | -6.5% | -7.9% | +1.4% | -5.0% |
| 3M | -2.0% | -29.9% | +28.0% | +5.0% |
| 6M | -20.2% | -36.6% | +16.4% | -13.2% |
| YTD | -21.0% | -40.0% | +19.0% | -13.3% |
| 1Y | -20.9% | -44.0% | +23.2% | -11.8% |
| 3Y | -13.3% | -54.5% | +41.2% | 0.0% |
| 5Y | -18.5% | -68.8% | +50.3% | -0.5% |
| All | -18.5% | -69.7% | +51.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling