+71.4%
OTIS vs APTV
+37.6%
+33.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.7% |
| 7D | -0.8% | +2.0% | -2.7% | -1.2% |
| 30D | -4.7% | -7.7% | +3.0% | -3.2% |
| 3M | +1.2% | -34.0% | +35.2% | +9.7% |
| 6M | -20.5% | -37.1% | +16.6% | -13.6% |
| YTD | -18.4% | -39.9% | +21.5% | -10.8% |
| 1Y | -18.1% | -44.4% | +26.4% | -8.9% |
| 3Y | -10.6% | -54.5% | +43.9% | +1.7% |
| 5Y | -16.1% | -69.1% | +53.0% | +1.2% |
| All | +71.4% | +37.6% | +33.8% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling