+708.1%
STX vs APD
+29.2%
+679.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.0% | +9.8% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -26.8% | +11.0% | -37.8% | -28.0% |
| 3M | -32.7% | +2.6% | -35.3% | -32.9% |
| 6M | -33.7% | +4.8% | -38.6% | -34.4% |
| YTD | +101.0% | +31.0% | +70.0% | +87.6% |
| 1Y | +92.7% | +23.4% | +69.3% | +82.3% |
| All | +708.1% | +29.2% | +679.0% | +669.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling