+446.2%
APP vs STT
+124.4%
+321.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.7% | +35.8% | +34.2% |
| 7D | +39.7% | -4.9% | +44.6% | +43.7% |
| 30D | +27.7% | -6.0% | +33.7% | +32.4% |
| 3M | -14.8% | -11.7% | -3.1% | -7.9% |
| 6M | -25.5% | +11.7% | -37.2% | -32.2% |
| YTD | -47.2% | +30.4% | -77.6% | -57.0% |
| 1Y | -42.3% | +43.9% | -86.2% | -56.1% |
| 3Y | +806.8% | +165.4% | +641.4% | +345.9% |
| 5Y | +261.6% | +101.0% | +160.6% | +92.9% |
| All | +446.2% | +124.4% | +321.8% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling