+141.2%
APTV vs STLA
+117.5%
+23.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | -8.9% | -11.6% | +2.7% | -4.2% |
| 30D | -9.5% | -6.2% | -3.3% | -7.4% |
| 3M | -20.6% | -24.6% | +4.0% | -11.7% |
| 6M | -28.9% | -44.9% | +16.0% | -10.8% |
| YTD | -48.2% | -62.3% | +14.1% | -26.3% |
| 1Y | -51.7% | -61.8% | +10.1% | -31.8% |
| 3Y | -48.1% | -75.3% | +27.2% | -16.1% |
| 5Y | -76.7% | -72.5% | -4.2% | -64.3% |
| 10Y | -25.6% | +0.8% | -26.4% | -23.9% |
| All | +141.2% | +117.5% | +23.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling