-15.7%
STM vs APTV
-77.0%
+61.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +6.4% |
| 7D | -10.7% | -10.2% | -0.5% | -5.5% |
| 30D | -25.7% | -10.8% | -14.9% | -21.1% |
| 3M | -21.6% | -14.8% | -6.7% | -14.8% |
| 6M | -27.8% | -30.6% | +2.8% | -12.6% |
| YTD | +61.8% | -48.2% | +109.9% | +128.7% |
| 1Y | +78.1% | -52.0% | +130.1% | +163.1% |
| 3Y | +4.9% | -47.0% | +51.9% | +37.7% |
| All | -15.7% | -77.0% | +61.3% | +73.6% |
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