+5.8%
APA vs STT
+207.1%
-201.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +0.5% | +0.5% | +0.1% | +0.2% |
| 30D | +23.4% | +3.9% | +19.5% | +20.6% |
| 3M | +12.7% | +20.0% | -7.3% | +1.0% |
| 6M | +39.4% | +55.3% | -15.9% | +5.0% |
| YTD | +79.0% | +53.3% | +25.6% | +34.7% |
| 1Y | +88.8% | +74.7% | +14.1% | +27.8% |
| All | +5.8% | +207.1% | -201.4% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling