+2,285.7%
STM vs APA
+498.8%
+1,787.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | -1.0% | +23.4% | -24.4% | -6.7% |
| 3M | -33.3% | +12.7% | -46.0% | -36.0% |
| 6M | +57.4% | +39.4% | +17.9% | +40.3% |
| YTD | +102.2% | +79.0% | +23.2% | +67.6% |
| 1Y | +99.6% | +88.8% | +10.8% | +61.2% |
| 3Y | +14.5% | +6.4% | +8.2% | +4.2% |
| 5Y | +21.4% | +153.0% | -131.6% | -17.6% |
| 10Y | +695.0% | +7.5% | +687.4% | +415.6% |
| All | +2,285.7% | +498.8% | +1,787.0% | +1,028.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling