-27.1%
APTV vs Z
-17.4%
-9.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -8.9% | -13.1% | +4.2% | -5.2% |
| 30D | -9.5% | +5.9% | -15.4% | -11.4% |
| 3M | -20.6% | -13.7% | -6.9% | -18.0% |
| 6M | -28.9% | -27.1% | -1.7% | -23.6% |
| YTD | -48.2% | -56.8% | +8.6% | -35.8% |
| 1Y | -51.7% | -60.2% | +8.5% | -38.7% |
| 3Y | -48.1% | -19.7% | -28.4% | -49.7% |
| 5Y | -76.7% | -53.7% | -23.0% | -74.8% |
| All | -27.1% | -17.4% | -9.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling