+144.3%
APTV vs DPZ
+1,227.7%
-1,083.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -9.8% | +3.7% | -13.4% | -10.8% |
| 30D | -8.9% | +8.0% | -16.9% | -11.2% |
| 3M | -19.5% | -4.2% | -15.3% | -18.6% |
| 6M | -31.1% | +4.6% | -35.7% | -32.9% |
| YTD | -47.5% | -18.4% | -29.1% | -44.7% |
| 1Y | -52.3% | -16.8% | -35.5% | -50.1% |
| 3Y | -45.2% | -5.0% | -40.2% | -46.4% |
| 5Y | -76.9% | -27.8% | -49.1% | -75.6% |
| 10Y | -25.1% | +121.1% | -146.2% | -49.3% |
| All | +144.3% | +1,227.7% | -1,083.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling