+96.5%
STM vs APO
-5.6%
+102.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.1% | -14.2% | -7.9% |
| 7D | -6.0% | +8.2% | -14.2% | -8.0% |
| 30D | -20.9% | +6.4% | -27.4% | -22.2% |
| 3M | -15.8% | -7.4% | -8.3% | -14.0% |
| 6M | -17.0% | -4.2% | -12.9% | -16.3% |
| YTD | +76.8% | -14.1% | +90.9% | +89.6% |
| 1Y | +96.5% | -4.4% | +100.9% | +98.8% |
| All | +96.5% | -5.6% | +102.1% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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