+90.1%
STM vs APD
+23.0%
+67.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.9% | -0.2% | -7.7% | -7.7% |
| 30D | -14.1% | +11.0% | -25.2% | -16.2% |
| 3M | -17.6% | +2.0% | -19.6% | -18.0% |
| 6M | -24.2% | +7.1% | -31.3% | -25.2% |
| YTD | +73.3% | +29.8% | +43.5% | +62.2% |
| 1Y | +90.1% | +24.0% | +66.1% | +80.6% |
| All | +90.1% | +23.0% | +67.1% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling