+1,019.5%
STX vs APD
+27.6%
+992.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | -2.2% | +4.6% | +3.1% |
| 30D | +1.4% | +2.1% | -0.7% | +0.5% |
| 3M | -8.2% | +7.2% | -15.4% | -11.0% |
| 6M | +127.0% | +11.2% | +115.8% | +117.1% |
| YTD | +209.1% | +24.4% | +184.8% | +182.3% |
| 1Y | +365.4% | +6.7% | +358.8% | +349.2% |
| 3Y | +1,135.4% | +9.2% | +1,126.1% | +1,062.7% |
| All | +1,019.5% | +27.6% | +992.0% | +837.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling