-28.2%
APTV vs STT
+198.7%
-226.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.3% |
| 7D | -5.0% | +5.1% | -10.1% | -8.1% |
| 30D | -12.3% | -0.2% | -12.1% | -12.2% |
| 3M | -19.9% | -8.1% | -11.8% | -15.6% |
| 6M | -29.4% | +16.6% | -46.0% | -36.8% |
| YTD | -49.0% | +37.8% | -86.8% | -59.3% |
| 1Y | -53.1% | +46.8% | -99.9% | -64.2% |
| 3Y | -48.9% | +181.2% | -230.0% | -74.9% |
| 5Y | -77.2% | +105.1% | -182.4% | -86.8% |
| All | -28.2% | +198.7% | -226.9% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling