-0.9%
APA vs STT
+211.9%
-212.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -2.6% |
| 7D | -8.7% | +0.9% | -9.7% | -9.7% |
| 30D | -2.4% | -2.3% | -0.1% | -1.2% |
| 3M | +19.0% | -7.0% | +26.0% | +24.4% |
| 6M | +26.8% | +15.5% | +11.3% | +10.5% |
| YTD | +87.3% | +35.6% | +51.7% | +40.3% |
| 1Y | +92.3% | +47.9% | +44.4% | +33.9% |
| 3Y | +37.3% | +181.1% | -143.8% | -44.1% |
| 5Y | +73.2% | +108.2% | -35.0% | -15.9% |
| 10Y | -0.9% | +201.0% | -201.9% | -65.0% |
| All | -0.9% | +211.9% | -212.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling