+2,025.5%
STM vs APA
+570.6%
+1,454.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | -0.1% |
| 7D | +16.3% | +9.6% | +6.7% | +13.6% |
| 30D | -6.3% | -0.2% | -6.0% | -6.4% |
| 3M | -14.1% | +19.8% | -33.9% | -18.7% |
| 6M | -19.6% | +30.1% | -49.6% | -26.4% |
| YTD | +80.1% | +100.4% | -20.3% | +44.1% |
| 1Y | +95.4% | +105.2% | -9.8% | +55.1% |
| 3Y | +14.7% | +44.6% | -29.9% | -4.0% |
| 5Y | -5.4% | +88.8% | -94.2% | -30.4% |
| 10Y | +465.5% | +6.6% | +458.9% | +270.1% |
| All | +2,025.5% | +570.6% | +1,454.9% | +869.9% |
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