+98.3%
STM vs APD
+25.0%
+73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | +3.8% | +8.2% | +11.0% |
| 30D | -0.4% | +8.2% | -8.6% | -2.1% |
| 3M | -13.2% | +4.3% | -17.5% | -14.1% |
| 6M | -26.1% | +4.7% | -30.8% | -26.3% |
| YTD | +81.2% | +31.5% | +49.6% | +68.5% |
| 1Y | +98.3% | +23.5% | +74.8% | +87.9% |
| All | +98.3% | +25.0% | +73.3% | +87.9% |
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