-30.8%
APP vs STT
+48.6%
-79.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +1.5% |
| 7D | +48.9% | +0.4% | +48.5% | +47.6% |
| 30D | +49.4% | -0.4% | +49.9% | +49.3% |
| 3M | +27.0% | -6.5% | +33.5% | +32.1% |
| 6M | -15.4% | +17.2% | -32.6% | -27.6% |
| YTD | -39.9% | +38.2% | -78.1% | -56.8% |
| All | -30.8% | +48.6% | -79.4% | -53.3% |
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