-48.6%
APTV vs STLD
+119.8%
-168.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +1.0% |
| 7D | -1.7% | +2.9% | -4.7% | -2.8% |
| 30D | -11.6% | -5.6% | -6.0% | -9.9% |
| 3M | -21.2% | -11.7% | -9.5% | -18.1% |
| 6M | -28.5% | -2.8% | -25.7% | -28.6% |
| YTD | -49.1% | +36.4% | -85.5% | -55.9% |
| 1Y | -52.2% | +50.0% | -102.2% | -60.2% |
| 3Y | -48.6% | +122.3% | -170.9% | -65.3% |
| All | -48.6% | +119.8% | -168.4% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling