-45.8%
APTV vs STT
+76.7%
-122.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.2% | +1.0% | -2.1% | -1.5% |
| 30D | -10.6% | +2.8% | -13.4% | -11.7% |
| 3M | -35.0% | +18.1% | -53.1% | -39.9% |
| 6M | -38.9% | +59.2% | -98.1% | -51.7% |
| YTD | -41.5% | +51.5% | -93.0% | -52.5% |
| 1Y | -45.8% | +75.7% | -121.5% | -59.1% |
| All | -45.8% | +76.7% | -122.5% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling