+45.7%
APA vs STT
+183.0%
-137.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | +9.6% | +5.1% | +4.5% | +7.0% |
| 30D | -0.2% | -0.2% | 0.0% | -0.3% |
| 3M | +19.8% | -8.1% | +28.0% | +24.4% |
| 6M | +30.1% | +16.6% | +13.4% | +16.4% |
| YTD | +100.4% | +37.8% | +62.6% | +57.6% |
| 1Y | +105.2% | +46.8% | +58.4% | +53.2% |
| All | +45.7% | +183.0% | -137.3% | -35.6% |
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