+95.5%
APA vs STT
+48.7%
+46.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.8% |
| 7D | +5.1% | +0.4% | +4.6% | +5.1% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | +15.6% | -6.5% | +22.1% | +14.4% |
| 6M | +28.9% | +17.2% | +11.7% | +30.9% |
| YTD | +96.6% | +38.2% | +58.3% | +100.0% |
| 1Y | +95.5% | +49.3% | +46.2% | +95.7% |
| All | +95.5% | +48.7% | +46.8% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling