+193.5%
APTV vs STLA
+194.2%
-0.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.5% |
| 7D | +4.8% | +2.6% | +2.2% | +3.7% |
| 30D | +2.0% | -1.2% | +3.2% | +2.2% |
| 3M | -34.2% | -24.8% | -9.5% | -26.7% |
| 6M | -34.7% | -25.6% | -9.1% | -27.6% |
| YTD | -37.0% | -48.9% | +12.0% | -20.2% |
| 1Y | -40.4% | -38.8% | -1.6% | -31.1% |
| 3Y | -54.1% | -64.5% | +10.4% | -35.9% |
| 5Y | -68.0% | -62.4% | -5.6% | -56.7% |
| 10Y | -15.5% | +55.4% | -70.9% | -25.4% |
| All | +193.5% | +194.2% | -0.8% | +140.1% |
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 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