+673.8%
STX vs APD
+29.7%
+644.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +3.8% | +10.8% | +13.9% |
| 30D | -26.0% | +8.2% | -34.2% | -26.9% |
| 3M | -42.6% | +4.3% | -46.9% | -43.0% |
| 6M | -35.3% | +4.7% | -40.0% | -35.9% |
| YTD | +92.5% | +31.5% | +60.9% | +79.5% |
| 1Y | +102.4% | +23.5% | +78.9% | +91.5% |
| 3Y | +673.8% | +29.1% | +644.7% | +636.0% |
| All | +673.8% | +29.7% | +644.1% | +636.0% |
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