+66.5%
STX vs APD
+24.7%
+41.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.4% |
| 7D | -28.5% | -3.7% | -24.8% | -28.9% |
| 30D | -42.9% | +9.6% | -52.5% | -41.7% |
| 3M | -45.9% | +1.6% | -47.6% | -45.3% |
| 6M | -41.3% | +2.2% | -43.5% | -40.7% |
| YTD | +67.9% | +25.9% | +42.1% | +76.5% |
| 1Y | +66.5% | +20.1% | +46.4% | +71.5% |
| All | +66.5% | +24.7% | +41.9% | +71.5% |
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