+21.7%
STM vs APO
+62.1%
-40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | -1.0% | +3.5% | -4.5% | -3.0% |
| 3M | -33.3% | +4.5% | -37.8% | -35.1% |
| 6M | +57.4% | +22.8% | +34.6% | +40.8% |
| YTD | +102.2% | -6.5% | +108.7% | +105.7% |
| 1Y | +99.6% | +0.8% | +98.8% | +93.9% |
| All | +21.7% | +62.1% | -40.5% | -4.0% |
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