-54.5%
APTV vs STLA
-65.4%
+10.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -3.6% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | -7.7% | -2.4% | -5.4% | -7.1% |
| 3M | -34.0% | -23.9% | -10.1% | -28.1% |
| 6M | -37.1% | -24.6% | -12.5% | -31.8% |
| YTD | -39.9% | -50.5% | +10.6% | -25.6% |
| 1Y | -44.4% | -39.8% | -4.6% | -37.3% |
| 3Y | -54.5% | -65.6% | +11.1% | -44.1% |
| All | -54.5% | -65.4% | +10.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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