-25.1%
APTV vs STLD
+779.4%
-804.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.2% |
| 7D | -9.8% | -9.7% | -0.1% | -5.3% |
| 30D | -8.9% | -4.5% | -4.3% | -7.0% |
| 3M | -19.5% | -13.1% | -6.4% | -14.6% |
| 6M | -31.1% | -2.8% | -28.4% | -31.3% |
| YTD | -47.5% | +35.3% | -82.9% | -56.2% |
| 1Y | -52.3% | +51.4% | -103.7% | -62.3% |
| 3Y | -45.2% | +117.9% | -163.1% | -65.6% |
| 5Y | -76.9% | +272.6% | -349.5% | -90.0% |
| 10Y | -25.1% | +782.2% | -807.3% | -82.0% |
| All | -25.1% | +779.4% | -804.5% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling