+422.5%
STM vs APA
+0.9%
+421.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +6.9% | +6.8% |
| 7D | -5.6% | -8.7% | +3.2% | -3.8% |
| 30D | -14.4% | -2.4% | -12.0% | -14.2% |
| 3M | -20.5% | +19.0% | -39.5% | -23.8% |
| 6M | -24.5% | +26.8% | -51.3% | -29.2% |
| YTD | +72.7% | +87.3% | -14.7% | +46.8% |
| 1Y | +91.0% | +92.3% | -1.3% | +61.3% |
| 3Y | +13.5% | +37.3% | -23.7% | -0.9% |
| 5Y | -9.2% | +73.2% | -82.4% | -27.0% |
| 10Y | +422.5% | -0.9% | +423.4% | +277.9% |
| All | +422.5% | +0.9% | +421.7% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling