+193.5%
APTV vs STT
+615.4%
-421.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +2.0% | +3.9% | -1.9% | -0.5% |
| 3M | -34.2% | +20.0% | -54.2% | -41.7% |
| 6M | -34.7% | +55.3% | -90.0% | -51.1% |
| YTD | -37.0% | +53.3% | -90.3% | -52.5% |
| 1Y | -40.4% | +74.7% | -115.1% | -58.8% |
| 3Y | -54.1% | +205.8% | -259.9% | -78.0% |
| 5Y | -68.0% | +145.0% | -213.0% | -82.9% |
| 10Y | -15.5% | +266.0% | -281.5% | -66.9% |
| All | +193.5% | +615.4% | -421.9% | -20.6% |
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