+19.6%
STM vs APTV
-70.4%
+90.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.7% |
| 7D | +1.7% | -1.2% | +2.8% | +2.2% |
| 30D | -5.2% | -10.6% | +5.5% | +0.9% |
| 3M | -29.6% | -35.0% | +5.4% | -10.9% |
| 6M | +54.4% | -38.9% | +93.3% | +100.4% |
| YTD | +99.5% | -41.5% | +141.0% | +164.1% |
| 1Y | +100.8% | -45.8% | +146.6% | +177.4% |
| 3Y | +20.2% | -55.7% | +75.9% | +77.3% |
| All | +19.6% | -70.4% | +90.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling