+123.8%
STX vs APD
+36.4%
+87.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -7.7% |
| 7D | -20.2% | +3.8% | -24.0% | -19.4% |
| 30D | -37.2% | +14.1% | -51.3% | -35.5% |
| 3M | -34.1% | +8.2% | -42.2% | -32.7% |
| 6M | -24.5% | +7.5% | -32.0% | -23.0% |
| YTD | +102.9% | +31.7% | +71.3% | +114.6% |
| 1Y | +123.8% | +35.1% | +88.7% | +135.9% |
| All | +123.8% | +36.4% | +87.4% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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