+4.9%
STM vs APA
+24.2%
-19.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.9% |
| 7D | -10.7% | -15.5% | +4.8% | -8.1% |
| 30D | -25.7% | +2.4% | -28.1% | -26.3% |
| 3M | -21.6% | +22.8% | -44.4% | -25.4% |
| 6M | -27.8% | +17.9% | -45.7% | -31.2% |
| YTD | +61.8% | +87.7% | -25.9% | +30.6% |
| 1Y | +78.1% | +94.2% | -16.1% | +42.0% |
| 3Y | +4.9% | +27.2% | -22.3% | -15.6% |
| All | +4.9% | +24.2% | -19.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling