+1,641.0%
APO vs STT
+470.9%
+1,170.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +2.7% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +3.0% | -2.3% | +5.3% | +4.5% |
| 3M | -3.7% | -7.0% | +3.3% | +0.5% |
| 6M | -7.5% | +15.5% | -23.0% | -15.3% |
| YTD | -14.5% | +35.6% | -50.1% | -29.0% |
| 1Y | -6.2% | +47.9% | -54.0% | -25.9% |
| 3Y | +51.9% | +181.1% | -129.2% | -16.7% |
| 5Y | +76.5% | +108.2% | -31.7% | +11.2% |
| 10Y | +895.2% | +201.0% | +694.2% | +366.3% |
| All | +1,641.0% | +470.9% | +1,170.1% | +497.9% |
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