+2,285.7%
STM vs APD
+2,888.3%
-602.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.4% |
| 7D | +5.8% | -2.2% | +8.0% | +7.2% |
| 30D | -1.0% | +2.1% | -3.1% | -2.4% |
| 3M | -33.3% | +7.2% | -40.4% | -36.6% |
| 6M | +57.4% | +11.2% | +46.1% | +46.0% |
| YTD | +102.2% | +24.4% | +77.8% | +75.1% |
| 1Y | +99.6% | +6.7% | +92.9% | +87.3% |
| 3Y | +14.5% | +9.2% | +5.3% | +2.3% |
| 5Y | +21.4% | +27.4% | -6.0% | -1.5% |
| 10Y | +695.0% | +164.8% | +530.1% | +321.8% |
| All | +2,285.7% | +2,888.3% | -602.6% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling