+193.5%
APTV vs STZ
+671.5%
-478.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +4.8% | -1.9% | +6.7% | +5.5% |
| 30D | +2.0% | -1.9% | +3.9% | +2.5% |
| 3M | -34.2% | -6.2% | -28.0% | -33.0% |
| 6M | -34.7% | -14.0% | -20.7% | -31.8% |
| YTD | -37.0% | -5.1% | -31.9% | -37.0% |
| 1Y | -40.4% | -9.6% | -30.8% | -39.6% |
| 3Y | -54.1% | -47.2% | -6.9% | -43.9% |
| 5Y | -68.0% | -33.6% | -34.4% | -64.1% |
| 10Y | -15.5% | -9.8% | -5.8% | -15.2% |
| All | +193.5% | +671.5% | -478.0% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling