+141.2%
APTV vs STZ
+774.3%
-633.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -8.9% | -0.9% | -8.0% | -8.6% |
| 30D | -9.5% | +14.9% | -24.4% | -13.9% |
| 3M | -20.6% | +8.4% | -29.0% | -23.1% |
| 6M | -28.9% | +2.8% | -31.7% | -30.2% |
| YTD | -48.2% | +7.5% | -55.7% | -50.6% |
| 1Y | -51.7% | +12.5% | -64.3% | -54.8% |
| 3Y | -48.1% | -35.4% | -12.7% | -41.1% |
| 5Y | -76.7% | -29.3% | -47.4% | -74.5% |
| 10Y | -25.6% | +11.8% | -37.4% | -30.0% |
| All | +141.2% | +774.3% | -633.1% | +62.8% |
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 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