+8,652.1%
STX vs APD
+1,228.4%
+7,423.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -28.5% | -3.7% | -24.8% | -26.7% |
| 30D | -42.9% | +9.6% | -52.5% | -46.2% |
| 3M | -45.9% | +1.6% | -47.6% | -46.9% |
| 6M | -41.3% | +2.2% | -43.5% | -43.1% |
| YTD | +67.9% | +25.9% | +42.1% | +40.9% |
| 1Y | +66.5% | +20.1% | +46.4% | +42.6% |
| 3Y | +588.0% | +12.4% | +575.6% | +482.5% |
| 5Y | +449.1% | +11.1% | +437.9% | +356.9% |
| 10Y | +1,982.8% | +190.1% | +1,792.7% | +710.5% |
| All | +8,652.1% | +1,228.4% | +7,423.7% | +1,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling