+270.9%
APH vs STLA
-77.1%
+348.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +4.9% | -13.8% | +18.6% | +7.6% |
| 30D | -5.4% | -10.5% | +5.1% | -3.8% |
| 3M | -5.5% | -28.9% | +23.4% | -0.2% |
| 6M | +25.9% | -49.7% | +75.7% | +41.0% |
| YTD | +16.4% | -64.9% | +81.3% | +36.7% |
| 1Y | +16.5% | -64.0% | +80.5% | +35.8% |
| 3Y | +270.9% | -77.4% | +348.3% | +357.3% |
| All | +270.9% | -77.1% | +348.0% | +357.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling