-76.6%
APTV vs STZ
-27.6%
-49.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +5.3% | -9.6% | -5.9% |
| 30D | -9.7% | +19.6% | -29.3% | -15.2% |
| 3M | -20.6% | +10.0% | -30.5% | -23.4% |
| 6M | -31.7% | -0.3% | -31.4% | -32.1% |
| YTD | -48.0% | +8.6% | -56.6% | -51.0% |
| 1Y | -52.1% | +16.6% | -68.7% | -56.3% |
| 3Y | -47.9% | -34.8% | -13.1% | -38.5% |
| All | -76.6% | -27.6% | -49.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling