-36.6%
APTV vs Z
+4.2%
-40.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -5.0% | -4.9% | -0.1% | -3.7% |
| 30D | -12.3% | +3.0% | -15.3% | -13.4% |
| 3M | -19.9% | -13.4% | -6.5% | -17.5% |
| 6M | -29.4% | -27.3% | -2.0% | -24.2% |
| YTD | -49.0% | -57.8% | +8.8% | -36.7% |
| 1Y | -53.1% | -60.0% | +6.9% | -40.9% |
| 3Y | -48.9% | -21.5% | -27.4% | -50.0% |
| 5Y | -77.2% | -55.0% | -22.3% | -75.2% |
| 10Y | -26.8% | -18.8% | -8.0% | -43.3% |
| All | -36.6% | +4.2% | -40.7% | -54.9% |
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