-21.6%
APTV vs Z
+25.1%
-46.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.7% |
| 7D | +4.8% | -3.0% | +7.8% | +5.7% |
| 30D | +2.0% | -4.2% | +6.2% | +2.9% |
| 3M | -34.2% | -3.7% | -30.5% | -34.3% |
| 6M | -34.7% | -24.5% | -10.2% | -30.3% |
| YTD | -37.0% | -49.3% | +12.3% | -25.2% |
| 1Y | -40.4% | -58.7% | +18.3% | -25.3% |
| 3Y | -54.1% | -34.1% | -20.0% | -52.2% |
| 5Y | -68.0% | -64.5% | -3.5% | -63.4% |
| 10Y | -15.5% | -0.5% | -15.0% | -37.9% |
| All | -21.6% | +25.1% | -46.7% | -46.8% |
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 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