+137.5%
APTV vs STZ
+777.2%
-639.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -12.3% | +14.7% | -27.0% | -16.6% |
| 3M | -19.9% | +8.8% | -28.7% | -22.6% |
| 6M | -29.4% | +3.1% | -32.4% | -30.8% |
| YTD | -49.0% | +7.9% | -56.9% | -51.4% |
| 1Y | -53.1% | +14.2% | -67.3% | -56.3% |
| 3Y | -48.9% | -35.2% | -13.7% | -42.1% |
| 5Y | -77.2% | -29.6% | -47.7% | -75.0% |
| 10Y | -26.8% | +12.2% | -38.9% | -31.1% |
| All | +137.5% | +777.2% | -639.7% | +60.2% |
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 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