+144.3%
APTV vs STT
+532.6%
-388.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.8% |
| 7D | -9.8% | +0.9% | -10.7% | -10.2% |
| 30D | -8.9% | -2.3% | -6.5% | -7.6% |
| 3M | -19.5% | -7.0% | -12.5% | -15.9% |
| 6M | -31.1% | +15.5% | -46.6% | -37.7% |
| YTD | -47.5% | +35.6% | -83.1% | -57.4% |
| 1Y | -52.3% | +47.9% | -100.2% | -63.3% |
| 3Y | -45.2% | +181.1% | -226.3% | -72.2% |
| 5Y | -76.9% | +108.2% | -185.1% | -86.3% |
| 10Y | -25.1% | +201.0% | -226.1% | -67.0% |
| All | +144.3% | +532.6% | -388.4% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling