+87.8%
APA vs STT
+104.4%
-16.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | +9.6% | +5.1% | +4.5% | +6.8% |
| 30D | -0.2% | -0.2% | 0.0% | -0.4% |
| 3M | +19.8% | -8.1% | +28.0% | +24.5% |
| 6M | +30.1% | +16.6% | +13.4% | +17.4% |
| YTD | +100.4% | +37.8% | +62.6% | +61.5% |
| 1Y | +105.2% | +46.8% | +58.4% | +58.8% |
| 3Y | +44.6% | +181.2% | -136.6% | -24.0% |
| All | +87.8% | +104.4% | -16.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling