+421.5%
STM vs APO
+1,594.4%
-1,173.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.5% |
| 7D | -5.6% | +2.3% | -7.9% | -6.9% |
| 30D | -14.4% | +3.0% | -17.4% | -16.0% |
| 3M | -20.5% | -3.7% | -16.8% | -19.8% |
| 6M | -24.5% | -7.5% | -17.0% | -22.9% |
| YTD | +72.7% | -14.5% | +87.2% | +81.3% |
| 1Y | +91.0% | -6.2% | +97.2% | +91.1% |
| 3Y | +13.5% | +51.9% | -38.4% | -13.9% |
| 5Y | -9.2% | +76.5% | -85.7% | -37.8% |
| 10Y | +422.5% | +895.2% | -472.7% | +54.4% |
| All | +421.5% | +1,594.4% | -1,173.0% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling