+67.0%
APO vs STT
+100.0%
-33.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +2.7% |
| 30D | +1.0% | -5.0% | +6.0% | +4.7% |
| 3M | -8.4% | -10.5% | +2.1% | -1.2% |
| 6M | -9.1% | +10.0% | -19.1% | -15.3% |
| YTD | -18.3% | +30.7% | -49.0% | -32.8% |
| 1Y | -8.0% | +43.8% | -51.7% | -29.1% |
| 3Y | +47.1% | +168.1% | -121.0% | -24.3% |
| All | +67.0% | +100.0% | -33.1% | -6.2% |
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