-55.4%
APP vs STT
+53.6%
-108.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +8.9% |
| 7D | +4.5% | -0.1% | +4.6% | +4.9% |
| 30D | -3.6% | -1.7% | -1.9% | -2.2% |
| 3M | -35.3% | -6.4% | -28.9% | -32.2% |
| 6M | -42.8% | +17.7% | -60.5% | -51.3% |
| YTD | -59.7% | +36.9% | -96.5% | -70.8% |
| 1Y | -55.4% | +52.0% | -107.4% | -71.9% |
| All | -55.4% | +53.6% | -108.9% | -71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling