+16.7%
STM vs APO
+53.0%
-36.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.2% |
| 7D | +12.0% | +5.8% | +6.3% | +9.4% |
| 30D | -0.4% | +8.9% | -9.3% | -4.2% |
| 3M | -13.2% | -13.6% | +0.5% | -7.8% |
| 6M | -26.1% | -5.4% | -20.7% | -25.1% |
| YTD | +81.2% | -13.6% | +94.8% | +90.4% |
| 1Y | +98.3% | -2.5% | +100.8% | +95.7% |
| 3Y | +16.7% | +50.9% | -34.1% | -4.9% |
| All | +16.7% | +53.0% | -36.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling