-51.5%
APTV vs STZ
+16.2%
-67.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +5.3% | -9.6% | -4.8% |
| 30D | -9.7% | +19.6% | -29.3% | -10.9% |
| 3M | -20.6% | +10.0% | -30.5% | -21.4% |
| 6M | -31.7% | -0.3% | -31.4% | -32.2% |
| YTD | -48.0% | +8.6% | -56.6% | -51.1% |
| All | -51.5% | +16.2% | -67.7% | -55.9% |
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