-54.5%
APTV vs STZ
-50.3%
-4.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -3.3% |
| 7D | +2.0% | -7.4% | +9.3% | +3.9% |
| 30D | -7.7% | -10.9% | +3.2% | -5.2% |
| 3M | -34.0% | -13.4% | -20.6% | -31.8% |
| 6M | -37.1% | -16.2% | -20.9% | -34.9% |
| YTD | -39.9% | -10.4% | -29.5% | -39.8% |
| 1Y | -44.4% | -14.8% | -29.7% | -43.4% |
| 3Y | -54.5% | -50.1% | -4.3% | -40.8% |
| All | -54.5% | -50.3% | -4.2% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling