+193.5%
APTV vs STLD
+2,417.7%
-2,224.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.8% |
| 7D | +4.8% | +3.1% | +1.7% | +3.2% |
| 30D | +2.0% | -9.0% | +11.0% | +5.9% |
| 3M | -34.2% | -12.4% | -21.9% | -31.0% |
| 6M | -34.7% | +25.5% | -60.2% | -41.8% |
| YTD | -37.0% | +43.6% | -80.6% | -47.5% |
| 1Y | -40.4% | +87.2% | -127.6% | -56.1% |
| 3Y | -54.1% | +135.2% | -189.3% | -70.6% |
| 5Y | -68.0% | +290.9% | -358.9% | -84.8% |
| 10Y | -15.5% | +1,113.5% | -1,129.0% | -77.5% |
| All | +193.5% | +2,417.7% | -2,224.2% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling