+661.5%
STM vs APA
-3.2%
+664.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.5% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | -1.0% | +23.4% | -24.4% | -5.4% |
| 3M | -33.3% | +12.7% | -46.0% | -35.4% |
| 6M | +57.4% | +39.4% | +17.9% | +43.9% |
| YTD | +102.2% | +79.0% | +23.2% | +74.3% |
| 1Y | +99.6% | +88.8% | +10.8% | +68.7% |
| 3Y | +14.5% | +6.4% | +8.2% | +5.4% |
| 5Y | +21.4% | +153.0% | -131.6% | -9.3% |
| All | +661.5% | -3.2% | +664.7% | +451.5% |
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