-26.7%
APTV vs DPZ
+116.9%
-143.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -4.3% | +2.2% | -6.4% | -4.9% |
| 30D | -9.7% | +6.7% | -16.3% | -11.5% |
| 3M | -20.6% | -4.5% | -16.0% | -19.6% |
| 6M | -31.7% | +3.3% | -35.0% | -33.1% |
| YTD | -48.0% | -19.4% | -28.6% | -45.0% |
| 1Y | -52.1% | -17.3% | -34.8% | -49.8% |
| 3Y | -47.9% | -8.4% | -39.5% | -48.4% |
| 5Y | -76.9% | -28.2% | -48.7% | -75.8% |
| 10Y | -26.7% | +130.9% | -157.6% | -47.0% |
| All | -26.7% | +116.9% | -143.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling