+193.5%
APTV vs DPZ
+1,246.8%
-1,053.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | +4.8% | -2.5% | +7.4% | +5.7% |
| 30D | +2.0% | -7.0% | +9.0% | +4.2% |
| 3M | -34.2% | +11.6% | -45.8% | -37.2% |
| 6M | -34.7% | -15.2% | -19.5% | -31.7% |
| YTD | -37.0% | -17.2% | -19.7% | -33.8% |
| 1Y | -40.4% | -24.8% | -15.6% | -35.3% |
| 3Y | -54.1% | -8.7% | -45.4% | -54.5% |
| 5Y | -68.0% | -28.9% | -39.1% | -66.2% |
| 10Y | -15.5% | +153.6% | -169.2% | -45.7% |
| All | +193.5% | +1,246.8% | -1,053.4% | +2.3% |
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