-69.1%
APTV vs Z
-67.0%
-2.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -2.8% |
| 7D | +2.0% | -3.3% | +5.2% | +2.9% |
| 30D | -7.7% | -3.7% | -4.0% | -7.0% |
| 3M | -34.0% | -7.0% | -27.0% | -33.4% |
| 6M | -37.1% | -29.5% | -7.6% | -31.5% |
| YTD | -39.9% | -52.6% | +12.7% | -27.1% |
| 1Y | -44.4% | -64.0% | +19.6% | -27.2% |
| 3Y | -54.5% | -36.4% | -18.1% | -52.1% |
| 5Y | -69.1% | -65.8% | -3.4% | -70.4% |
| All | -69.1% | -67.0% | -2.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling