-5.7%
STM vs APD
+13.1%
-18.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.7% |
| 30D | -14.1% | +11.0% | -25.2% | -18.7% |
| 3M | -17.6% | +2.0% | -19.6% | -18.6% |
| 6M | -24.2% | +7.1% | -31.3% | -27.5% |
| YTD | +73.3% | +29.8% | +43.5% | +48.9% |
| 1Y | +90.1% | +24.0% | +66.1% | +66.7% |
| 3Y | +10.3% | +27.2% | -16.8% | -7.2% |
| 5Y | -5.7% | +12.8% | -18.5% | -31.3% |
| All | -5.7% | +13.1% | -18.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling