+422.5%
STM vs APD
+192.6%
+230.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.7% | +5.4% |
| 7D | -5.6% | -1.6% | -4.0% | -4.5% |
| 30D | -14.4% | +10.6% | -25.0% | -20.1% |
| 3M | -20.5% | +2.5% | -23.0% | -22.1% |
| 6M | -24.5% | +6.0% | -30.5% | -28.3% |
| YTD | +72.7% | +28.4% | +44.2% | +43.3% |
| 1Y | +91.0% | +22.2% | +68.9% | +63.1% |
| 3Y | +13.5% | +26.6% | -13.1% | -9.8% |
| 5Y | -9.2% | +11.8% | -21.0% | -23.0% |
| 10Y | +422.5% | +187.8% | +234.8% | +103.1% |
| All | +422.5% | +192.6% | +230.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling