-16.9%
APTV vs STT
+262.0%
-278.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.8% |
| 7D | +2.0% | +2.2% | -0.2% | +0.6% |
| 30D | -7.7% | +3.9% | -11.6% | -10.0% |
| 3M | -34.0% | +19.2% | -53.2% | -41.4% |
| 6M | -37.1% | +60.4% | -97.5% | -54.3% |
| YTD | -39.9% | +51.5% | -91.4% | -54.8% |
| 1Y | -44.4% | +76.3% | -120.7% | -62.3% |
| 3Y | -54.5% | +200.7% | -255.2% | -78.5% |
| 5Y | -69.1% | +157.5% | -226.6% | -84.4% |
| All | -16.9% | +262.0% | -278.9% | -67.0% |
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