+852.9%
STM vs APTV
+145.2%
+707.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.1% |
| 7D | -5.6% | -9.8% | +4.2% | -0.2% |
| 30D | -14.4% | -8.9% | -5.6% | -10.1% |
| 3M | -20.5% | -19.5% | -1.0% | -10.6% |
| 6M | -24.5% | -31.1% | +6.6% | -8.3% |
| YTD | +72.7% | -47.5% | +120.2% | +142.0% |
| 1Y | +91.0% | -52.3% | +143.3% | +182.6% |
| 3Y | +13.5% | -45.2% | +58.7% | +47.9% |
| 5Y | -9.2% | -76.9% | +67.7% | +89.5% |
| 10Y | +422.5% | -25.1% | +447.6% | +386.3% |
| All | +852.9% | +145.2% | +707.7% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling