+1,059.7%
APH vs STLA
+54.0%
+1,005.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | +5.0% | +2.6% | +2.4% | +4.2% |
| 30D | -3.9% | -1.2% | -2.6% | -3.8% |
| 3M | +13.0% | -24.8% | +37.7% | +21.6% |
| 6M | +25.2% | -25.6% | +50.7% | +34.6% |
| YTD | +22.9% | -48.9% | +71.9% | +44.1% |
| 1Y | +47.8% | -38.8% | +86.6% | +62.1% |
| 3Y | +283.0% | -64.5% | +347.6% | +374.9% |
| 5Y | +349.7% | -62.4% | +412.1% | +430.4% |
| All | +1,059.7% | +54.0% | +1,005.7% | +875.7% |
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