-51.7%
APTV vs STLD
+50.3%
-102.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.5% |
| 7D | -9.8% | -9.7% | -0.1% | -6.9% |
| 30D | -8.9% | -4.5% | -4.3% | -7.6% |
| 3M | -19.5% | -13.1% | -6.4% | -16.1% |
| 6M | -31.1% | -2.8% | -28.4% | -31.3% |
| YTD | -47.5% | +35.3% | -82.9% | -56.6% |
| All | -51.7% | +50.3% | -102.0% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling