-5.4%
STM vs APA
+90.7%
-96.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | 0.0% |
| 7D | +16.3% | +9.6% | +6.7% | +14.2% |
| 30D | -6.3% | -0.2% | -6.0% | -6.4% |
| 3M | -14.1% | +19.8% | -33.9% | -17.8% |
| 6M | -19.6% | +30.1% | -49.6% | -25.2% |
| YTD | +80.1% | +100.4% | -20.3% | +46.6% |
| 1Y | +95.4% | +105.2% | -9.8% | +57.8% |
| 3Y | +14.7% | +44.6% | -29.9% | -6.3% |
| 5Y | -5.4% | +88.8% | -94.2% | -28.3% |
| All | -5.4% | +90.7% | -96.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling