+883.4%
APH vs STLA
+18.3%
+865.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | -4.5% | -1.4% | -4.9% |
| 30D | -14.8% | -3.9% | -10.9% | -14.2% |
| 3M | -12.4% | -20.2% | +7.8% | -7.6% |
| 6M | +8.1% | -42.2% | +50.2% | +24.2% |
| YTD | +10.9% | -59.3% | +70.3% | +37.7% |
| 1Y | +8.8% | -56.1% | +64.8% | +31.4% |
| 3Y | +262.1% | -73.7% | +335.7% | +387.6% |
| 5Y | +283.1% | -70.3% | +353.4% | +380.2% |
| All | +883.4% | +18.3% | +865.1% | +846.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling