-15.7%
STM vs APO
+67.1%
-82.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.7% |
| 7D | -10.7% | +0.8% | -11.5% | -11.5% |
| 30D | -25.7% | +1.0% | -26.8% | -26.5% |
| 3M | -21.6% | -8.4% | -13.2% | -18.9% |
| 6M | -27.8% | -9.1% | -18.7% | -25.5% |
| YTD | +61.8% | -18.3% | +80.1% | +75.0% |
| 1Y | +78.1% | -8.0% | +86.1% | +79.6% |
| 3Y | +4.9% | +47.1% | -42.2% | -25.2% |
| All | -15.7% | +67.1% | -82.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling