+4.0%
OXY vs APTV
+173.4%
-169.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +2.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +4.5% | -10.6% | +15.2% | +8.7% |
| 3M | +8.9% | -35.0% | +43.9% | +26.1% |
| 6M | +12.5% | -38.9% | +51.4% | +30.7% |
| YTD | +50.5% | -41.5% | +92.0% | +76.5% |
| 1Y | +38.6% | -45.8% | +84.4% | +66.9% |
| 3Y | -1.2% | -55.7% | +54.5% | +22.6% |
| 5Y | +161.6% | -70.1% | +231.8% | +264.7% |
| 10Y | +5.3% | -19.1% | +24.4% | -5.9% |
| All | +4.0% | +173.4% | -169.4% | -51.6% |
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