-47.0%
APTV vs STLD
+105.6%
-152.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.6% |
| 7D | -10.2% | -11.1% | +0.9% | -6.3% |
| 30D | -10.8% | -4.8% | -6.0% | -9.4% |
| 3M | -14.8% | -14.6% | -0.3% | -10.3% |
| 6M | -30.6% | -7.4% | -23.2% | -29.4% |
| YTD | -48.2% | +32.6% | -80.7% | -54.6% |
| 1Y | -52.0% | +47.3% | -99.3% | -59.7% |
| 3Y | -47.0% | +107.5% | -154.6% | -63.2% |
| All | -47.0% | +105.6% | -152.7% | -63.2% |
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