-77.5%
APTV vs STLD
+274.1%
-351.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +1.1% |
| 7D | -1.7% | +2.9% | -4.7% | -2.9% |
| 30D | -11.6% | -5.6% | -6.0% | -9.9% |
| 3M | -21.2% | -11.7% | -9.5% | -18.0% |
| 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% | -60.1% |
| 3Y | -48.6% | +122.3% | -170.9% | -64.3% |
| All | -77.5% | +274.1% | -351.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling