+333.0%
APP vs STT
+145.1%
+187.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | -23.3% | +3.9% | -27.1% | -25.6% |
| 3M | -42.6% | +20.0% | -62.6% | -50.4% |
| 6M | -33.6% | +55.3% | -88.9% | -53.6% |
| YTD | -52.4% | +53.3% | -105.8% | -66.1% |
| 1Y | -35.9% | +74.7% | -110.6% | -58.9% |
| 3Y | +642.2% | +205.8% | +436.4% | +204.5% |
| All | +333.0% | +145.1% | +187.9% | +87.9% |
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 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