+1,144.9%
STX vs APTV
-69.4%
+1,214.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.6% | +11.1% | +8.1% |
| 7D | +10.7% | +2.0% | +8.8% | +9.8% |
| 30D | +11.3% | -7.7% | +19.0% | +14.2% |
| 3M | +3.2% | -34.0% | +37.2% | +18.6% |
| 6M | +157.0% | -37.1% | +194.1% | +197.0% |
| YTD | +229.2% | -39.9% | +269.1% | +285.5% |
| 1Y | +381.8% | -44.4% | +426.3% | +482.8% |
| 3Y | +1,383.2% | -54.5% | +1,437.7% | +1,763.5% |
| 5Y | +1,144.9% | -69.1% | +1,214.0% | +1,601.7% |
| All | +1,144.9% | -69.4% | +1,214.3% | +1,601.7% |
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