-45.8%
APTV vs Z
-64.1%
+18.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -1.2% | -7.1% | +5.9% | -0.1% |
| 30D | -10.6% | -4.8% | -5.9% | -10.1% |
| 3M | -35.0% | -9.3% | -25.7% | -34.2% |
| 6M | -38.9% | -29.0% | -9.9% | -35.4% |
| YTD | -41.5% | -52.9% | +11.4% | -33.6% |
| 1Y | -45.8% | -63.1% | +17.3% | -36.6% |
| All | -45.8% | -64.1% | +18.3% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling