-54.5%
APTV vs Z
-37.5%
-17.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -3.2% |
| 7D | +2.0% | -3.3% | +5.2% | +2.7% |
| 30D | -7.7% | -3.7% | -4.0% | -7.1% |
| 3M | -34.0% | -7.0% | -27.0% | -33.4% |
| 6M | -37.1% | -29.5% | -7.6% | -32.4% |
| YTD | -39.9% | -52.6% | +12.7% | -29.3% |
| 1Y | -44.4% | -64.0% | +19.6% | -30.1% |
| 3Y | -54.5% | -36.4% | -18.1% | -48.8% |
| All | -54.5% | -37.5% | -17.0% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling