+147.9%
OXY vs APTV
-69.3%
+217.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.8% | -5.0% | +7.9% | +3.8% |
| 30D | +5.5% | -6.1% | +11.5% | +6.5% |
| 3M | +11.3% | -33.0% | +44.3% | +19.3% |
| 6M | +11.6% | -35.2% | +46.8% | +19.8% |
| YTD | +51.6% | -40.1% | +91.7% | +64.9% |
| 1Y | +36.2% | -45.6% | +81.8% | +51.3% |
| 3Y | +1.7% | -54.4% | +56.1% | +13.5% |
| All | +147.9% | -69.3% | +217.2% | +174.9% |
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