+89.4%
STM vs APA
+89.4%
0.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +6.9% | +6.7% |
| 7D | -5.6% | -8.7% | +3.2% | -6.9% |
| 30D | -14.4% | -2.4% | -12.0% | -14.7% |
| 3M | -20.5% | +19.0% | -39.5% | -18.3% |
| 6M | -24.5% | +26.8% | -51.3% | -21.8% |
| YTD | +72.7% | +87.3% | -14.7% | +64.1% |
| All | +89.4% | +89.4% | 0.0% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling