-55.4%
APTV vs ZCMD
-100.0%
+44.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -2.7% |
| 7D | -1.2% | -4.1% | +3.0% | -1.1% |
| 30D | -10.6% | -22.7% | +12.1% | -10.6% |
| 3M | -35.0% | -62.5% | +27.5% | -34.9% |
| 6M | -38.9% | -99.5% | +60.6% | -39.7% |
| YTD | -41.5% | -99.7% | +58.2% | -42.0% |
| 1Y | -45.8% | -99.9% | +54.1% | -46.0% |
| All | -55.4% | -100.0% | +44.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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