+1,563.3%
APO vs STT
+450.2%
+1,113.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +2.4% |
| 30D | +1.0% | -5.0% | +6.0% | +4.2% |
| 3M | -8.4% | -10.5% | +2.1% | -2.2% |
| 6M | -9.1% | +10.0% | -19.1% | -14.3% |
| YTD | -18.3% | +30.7% | -49.0% | -30.6% |
| 1Y | -8.0% | +43.8% | -51.7% | -26.1% |
| 3Y | +47.1% | +168.1% | -121.0% | -17.2% |
| 5Y | +67.2% | +101.4% | -34.2% | +7.4% |
| 10Y | +871.8% | +211.3% | +660.5% | +348.7% |
| All | +1,563.3% | +450.2% | +1,113.1% | +483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling