-19.1%
APTV vs Z
-5.7%
-13.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -1.2% | -7.1% | +5.9% | +1.0% |
| 30D | -10.6% | -4.8% | -5.9% | -9.6% |
| 3M | -35.0% | -9.3% | -25.7% | -33.9% |
| 6M | -38.9% | -29.0% | -9.9% | -33.5% |
| YTD | -41.5% | -52.9% | +11.4% | -28.7% |
| 1Y | -45.8% | -63.1% | +17.3% | -29.3% |
| 3Y | -55.7% | -36.9% | -18.8% | -53.3% |
| 5Y | -70.1% | -65.5% | -4.6% | -65.5% |
| 10Y | -19.1% | -3.9% | -15.2% | -40.2% |
| All | -19.1% | -5.7% | -13.4% | -40.2% |
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