+141.4%
APTV vs STLD
+2,223.9%
-2,082.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.7% |
| 7D | -10.2% | -11.1% | +0.9% | -5.5% |
| 30D | -10.8% | -4.8% | -6.0% | -9.1% |
| 3M | -14.8% | -14.6% | -0.3% | -9.5% |
| 6M | -30.6% | -7.4% | -23.2% | -29.2% |
| YTD | -48.2% | +32.6% | -80.7% | -55.5% |
| 1Y | -52.0% | +47.3% | -99.3% | -60.6% |
| 3Y | -47.0% | +107.5% | -154.6% | -64.1% |
| 5Y | -77.5% | +268.8% | -346.3% | -89.0% |
| 10Y | -27.0% | +883.3% | -910.3% | -79.0% |
| All | +141.4% | +2,223.9% | -2,082.5% | -51.8% |
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