-35.3%
APTV vs Z
+4.8%
-40.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.7% | +0.7% |
| 7D | -4.3% | -6.5% | +2.2% | -2.5% |
| 30D | -9.7% | -0.1% | -9.6% | -10.0% |
| 3M | -20.6% | -14.1% | -6.4% | -17.9% |
| 6M | -31.7% | -30.1% | -1.7% | -25.8% |
| YTD | -48.0% | -57.5% | +9.5% | -35.5% |
| 1Y | -52.1% | -60.3% | +8.3% | -39.5% |
| 3Y | -47.9% | -21.0% | -26.9% | -49.1% |
| 5Y | -76.9% | -54.9% | -22.0% | -74.9% |
| 10Y | -26.7% | -16.0% | -10.7% | -43.7% |
| All | -35.3% | +4.8% | -40.2% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling