+1,808.6%
STM vs APA
+528.0%
+1,280.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.7% |
| 7D | -10.7% | -15.5% | +4.8% | -6.8% |
| 30D | -25.7% | +2.4% | -28.1% | -26.4% |
| 3M | -21.6% | +22.8% | -44.4% | -26.4% |
| 6M | -27.8% | +17.9% | -45.7% | -32.2% |
| YTD | +61.8% | +87.7% | -25.9% | +31.6% |
| 1Y | +78.1% | +94.2% | -16.1% | +43.4% |
| 3Y | +4.9% | +27.2% | -22.3% | -9.2% |
| 5Y | -14.3% | +74.1% | -88.4% | -35.5% |
| 10Y | +414.1% | +2.6% | +411.4% | +239.1% |
| All | +1,808.6% | +528.0% | +1,280.6% | +785.8% |
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