-45.1%
APTV vs ZCMD
-100.0%
+54.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 3M | -35.0% | -62.5% | +27.5% | -35.5% |
| 6M | -38.9% | -99.5% | +60.6% | -36.1% |
| YTD | -41.5% | -99.7% | +58.2% | -37.6% |
| 1Y | -45.8% | -99.9% | +54.1% | -40.7% |
| 3Y | -55.7% | -100.0% | +44.3% | -47.0% |
| 5Y | -70.1% | -100.0% | +29.9% | -64.2% |
| All | -45.1% | -100.0% | +54.9% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling