+944.2%
APH vs STLA
+3.2%
+941.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | +0.4% | -11.6% | +12.0% | +3.9% |
| 30D | -8.0% | -6.2% | -1.8% | -6.7% |
| 3M | -5.0% | -24.6% | +19.6% | +1.8% |
| 6M | +29.9% | -44.9% | +74.8% | +51.6% |
| YTD | +18.0% | -62.3% | +80.2% | +49.8% |
| 1Y | +11.3% | -61.8% | +73.1% | +40.5% |
| 3Y | +274.9% | -75.3% | +350.3% | +415.9% |
| 5Y | +300.6% | -72.5% | +373.1% | +414.4% |
| All | +944.2% | +3.2% | +941.0% | +867.6% |
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