+391.7%
APP vs STT
+163.8%
+227.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 3M | -42.6% | +20.0% | -62.6% | -49.8% |
| 6M | -33.6% | +55.3% | -88.9% | -52.2% |
| YTD | -52.4% | +53.3% | -105.8% | -65.1% |
| 1Y | -35.9% | +74.7% | -110.6% | -57.3% |
| 3Y | +642.2% | +205.8% | +436.4% | +232.6% |
| 5Y | +311.1% | +145.0% | +166.1% | +94.6% |
| All | +391.7% | +163.8% | +227.8% | +135.0% |
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