+295.9%
APP vs STT
+108.8%
+187.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +2.4% |
| 7D | +79.2% | +0.9% | +78.2% | +76.4% |
| 30D | +48.0% | -2.3% | +50.3% | +49.7% |
| 3M | +18.2% | -7.0% | +25.2% | +23.6% |
| 6M | -12.5% | +15.5% | -28.0% | -23.0% |
| YTD | -39.2% | +35.6% | -74.7% | -52.9% |
| 1Y | -33.9% | +47.9% | -81.7% | -52.1% |
| 3Y | +933.3% | +181.1% | +752.2% | +344.1% |
| 5Y | +295.9% | +108.2% | +187.7% | +96.1% |
| All | +295.9% | +108.8% | +187.0% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling