+803.3%
APP vs STT
+164.8%
+638.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.7% | +35.8% | +34.3% |
| 7D | +39.7% | -4.9% | +44.6% | +43.8% |
| 30D | +27.7% | -6.0% | +33.7% | +32.5% |
| 3M | -14.8% | -11.7% | -3.1% | -7.6% |
| 6M | -25.5% | +11.7% | -37.2% | -33.1% |
| YTD | -47.2% | +30.4% | -77.6% | -58.1% |
| 1Y | -42.3% | +43.9% | -86.2% | -57.5% |
| All | +803.3% | +164.8% | +638.5% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling