+483.8%
STX vs APTV
-76.9%
+560.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -17.3% | -4.3% | -13.0% | -15.8% |
| 30D | -35.9% | -9.7% | -26.3% | -33.6% |
| 3M | -37.3% | -20.6% | -16.8% | -32.2% |
| 6M | -35.8% | -31.7% | -4.1% | -27.8% |
| YTD | +82.7% | -48.0% | +130.7% | +125.3% |
| 1Y | +71.6% | -52.1% | +123.7% | +118.9% |
| 3Y | +635.3% | -47.9% | +683.2% | +763.1% |
| 5Y | +483.8% | -76.9% | +560.7% | +806.3% |
| All | +483.8% | -76.9% | +560.6% | +806.3% |
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