-68.8%
APTV vs ZCMD
-100.0%
+31.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | -7.9% | -19.8% | +11.9% | -7.9% |
| 3M | -29.9% | -62.1% | +32.1% | -29.8% |
| 6M | -36.6% | -99.5% | +62.9% | -37.2% |
| YTD | -40.0% | -99.7% | +59.8% | -40.3% |
| 1Y | -44.0% | -99.9% | +55.9% | -44.1% |
| 3Y | -54.5% | -100.0% | +45.5% | -54.1% |
| 5Y | -68.8% | -100.0% | +31.2% | -67.9% |
| All | -68.8% | -100.0% | +31.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling