-25.3%
APTV vs STLD
+791.2%
-816.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -2.7% |
| 7D | -4.3% | -4.7% | +0.4% | -2.2% |
| 30D | -9.7% | -0.9% | -8.7% | -9.5% |
| 3M | -20.6% | -11.9% | -8.7% | -16.4% |
| 6M | -31.7% | +0.9% | -32.6% | -33.1% |
| YTD | -48.0% | +40.4% | -88.4% | -57.4% |
| 1Y | -52.1% | +56.6% | -108.6% | -62.8% |
| 3Y | -47.9% | +125.5% | -173.4% | -67.9% |
| 5Y | -76.9% | +292.8% | -369.7% | -90.3% |
| All | -25.3% | +791.2% | -816.5% | -82.3% |
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