-40.4%
APTV vs STZ
-10.2%
-30.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +4.8% | -1.9% | +6.7% | +4.9% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | -34.2% | -6.2% | -28.0% | -34.1% |
| 6M | -34.7% | -14.0% | -20.7% | -34.4% |
| YTD | -37.0% | -5.1% | -31.9% | -38.8% |
| 1Y | -40.4% | -9.6% | -30.8% | -41.9% |
| All | -40.4% | -10.2% | -30.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling