+57.4%
STM vs APD
+11.5%
+45.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | +5.8% | -2.2% | +8.0% | +6.0% |
| 30D | -1.0% | +2.1% | -3.1% | -1.4% |
| 3M | -33.3% | +7.2% | -40.4% | -33.8% |
| 6M | +57.4% | +11.2% | +46.1% | +56.9% |
| All | +57.4% | +11.5% | +45.9% | +56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling