-48.6%
APTV vs STZ
-34.9%
-13.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.7% | +2.6% | -4.3% | -2.4% |
| 30D | -11.6% | +15.2% | -26.8% | -14.6% |
| 3M | -21.2% | +7.6% | -28.8% | -22.7% |
| 6M | -28.5% | +5.3% | -33.8% | -29.8% |
| YTD | -49.1% | +8.6% | -57.7% | -51.4% |
| 1Y | -52.2% | +15.6% | -67.8% | -55.4% |
| 3Y | -48.6% | -35.2% | -13.5% | -41.2% |
| All | -48.6% | -34.9% | -13.7% | -41.2% |
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