+141.2%
APTV vs STT
+544.8%
-403.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.3% |
| 7D | -8.9% | +0.4% | -9.3% | -9.1% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | -20.6% | -6.5% | -14.1% | -17.4% |
| 6M | -28.9% | +17.2% | -46.1% | -36.2% |
| YTD | -48.2% | +38.2% | -86.4% | -58.4% |
| 1Y | -51.7% | +49.3% | -101.0% | -63.1% |
| 3Y | -48.1% | +181.9% | -230.0% | -73.8% |
| 5Y | -76.7% | +106.9% | -183.6% | -86.1% |
| 10Y | -25.6% | +203.1% | -228.8% | -67.4% |
| All | +141.2% | +544.8% | -403.6% | -30.5% |
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