+16,011.1%
STX vs APD
+1,212.9%
+14,798.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.9% |
| 7D | +2.4% | -2.2% | +4.6% | +3.7% |
| 30D | +1.4% | +2.1% | -0.7% | -0.3% |
| 3M | -8.2% | +7.2% | -15.4% | -13.4% |
| 6M | +127.0% | +11.2% | +115.8% | +108.9% |
| YTD | +209.1% | +24.4% | +184.8% | +162.6% |
| 1Y | +365.4% | +6.7% | +358.8% | +328.4% |
| 3Y | +1,135.4% | +9.2% | +1,126.1% | +969.6% |
| 5Y | +991.5% | +27.4% | +964.1% | +727.2% |
| 10Y | +3,695.8% | +164.8% | +3,531.0% | +1,484.0% |
| All | +16,011.1% | +1,212.9% | +14,798.2% | +2,135.4% |
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